-43.2%
INTU vs STLA
-74.6%
+31.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +0.1% | -13.8% | +13.8% | +3.4% |
| 30D | +10.1% | -10.5% | +20.6% | +12.5% |
| 3M | -4.2% | -28.9% | +24.7% | +2.9% |
| 6M | -7.2% | -49.7% | +42.5% | +7.1% |
| YTD | -47.7% | -64.9% | +17.2% | -35.0% |
| 1Y | -46.7% | -64.0% | +17.3% | -34.5% |
| 3Y | -34.1% | -77.4% | +43.4% | -11.3% |
| All | -43.2% | -74.6% | +31.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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 · 6 months rolling