+243.1%
INTU vs STLD
+868.9%
-625.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.2% | -3.9% |
| 7D | +0.1% | -11.1% | +11.2% | +2.7% |
| 30D | +15.4% | -4.8% | +20.2% | +16.4% |
| 3M | +6.6% | -14.6% | +21.1% | +9.7% |
| 6M | -11.3% | -7.4% | -3.9% | -11.2% |
| YTD | -47.7% | +32.6% | -80.3% | -52.7% |
| 1Y | -47.0% | +47.3% | -94.3% | -53.4% |
| 3Y | -29.9% | +107.5% | -137.5% | -45.3% |
| 5Y | -42.2% | +268.8% | -311.0% | -62.2% |
| All | +243.1% | +868.9% | -625.8% | +69.5% |
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