+22.3%
INTU vs SSPC
-27.8%
+50.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -17.3% | +13.5% | -2.9% |
| 7D | +0.1% | -4.7% | +4.8% | +0.3% |
| 30D | +15.4% | +36.7% | -21.3% | +14.1% |
| 3M | +6.6% | -49.4% | +56.0% | +6.1% |
| All | +22.3% | -27.8% | +50.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 5y: compounded portfolio wealth divided by compounded SSPC 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…
5y analysis · Full analysis span regression · Available span rolling