-12.1%
INTU vs SRE
-13.6%
+1.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | -3.9% | -5.6% | +1.7% | -5.9% |
| 30D | +12.0% | -4.5% | +16.4% | +10.4% |
| 3M | +2.3% | -7.7% | +10.0% | -1.3% |
| 6M | -12.1% | -14.4% | +2.3% | -19.8% |
| All | -12.1% | -13.6% | +1.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling