+3,574.7%
INTU vs SRE
+1,525.5%
+2,049.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | -7.1% | -0.3% | -6.8% | -7.1% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +10.7% | -6.3% | +17.0% | +12.6% |
| 6M | -23.8% | -10.7% | -13.2% | -21.7% |
| YTD | -49.3% | -3.5% | -45.8% | -49.4% |
| 1Y | -49.7% | +5.3% | -55.0% | -51.4% |
| 3Y | -38.0% | +31.8% | -69.8% | -45.9% |
| 5Y | -38.7% | +47.4% | -86.1% | -48.7% |
| 10Y | +221.3% | +120.6% | +100.8% | +129.7% |
| All | +3,574.7% | +1,525.5% | +2,049.2% | +1,667.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling