+3,674.7%
INTU vs SRE
+1,440.5%
+2,234.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -4.1% | -1.1% | -3.1% | -3.8% |
| 30D | +12.8% | -4.1% | +17.0% | +14.4% |
| 3M | +2.1% | -7.3% | +9.4% | +4.4% |
| 6M | -11.5% | -14.1% | +2.7% | -7.6% |
| YTD | -47.9% | -8.5% | -39.4% | -47.2% |
| 1Y | -47.7% | -12.0% | -35.7% | -46.2% |
| 3Y | -34.0% | +23.4% | -57.3% | -41.0% |
| 5Y | -43.5% | +51.3% | -94.8% | -53.2% |
| 10Y | +231.1% | +126.3% | +104.8% | +135.3% |
| All | +3,674.7% | +1,440.5% | +2,234.2% | +1,746.1% |
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