+223.4%
INTU vs STLD
+1,105.0%
-881.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -7.1% | +3.1% | -10.2% | -7.8% |
| 30D | +1.5% | -9.0% | +10.4% | +3.4% |
| 3M | +10.7% | -12.4% | +23.0% | +13.3% |
| 6M | -23.8% | +25.5% | -49.3% | -29.2% |
| YTD | -49.3% | +43.6% | -92.9% | -54.8% |
| 1Y | -49.7% | +87.2% | -136.8% | -58.3% |
| 3Y | -38.0% | +135.2% | -173.2% | -52.9% |
| 5Y | -38.7% | +290.9% | -329.6% | -60.4% |
| All | +223.4% | +1,105.0% | -881.7% | +44.5% |
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