+235.2%
INTU vs STLD
+790.2%
-555.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.1% | +6.9% | -11.0% | -5.6% |
| 30D | +12.8% | -1.5% | +14.3% | +12.9% |
| 3M | +2.1% | -9.7% | +11.8% | +3.8% |
| 6M | -11.5% | +2.3% | -13.8% | -13.4% |
| YTD | -47.9% | +41.0% | -88.9% | -53.6% |
| 1Y | -47.7% | +51.8% | -99.5% | -54.3% |
| 3Y | -34.0% | +126.4% | -160.4% | -49.6% |
| 5Y | -43.5% | +285.7% | -329.2% | -63.6% |
| All | +235.2% | +790.2% | -555.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling