+235.3%
INTU vs STLD
+779.4%
-544.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.4% |
| 7D | -3.9% | -9.7% | +5.7% | -1.8% |
| 30D | +11.7% | -4.5% | +16.3% | +12.6% |
| 3M | +4.5% | -13.1% | +17.6% | +7.1% |
| 6M | -13.9% | -2.8% | -11.1% | -14.7% |
| YTD | -48.2% | +35.3% | -83.6% | -53.4% |
| 1Y | -47.1% | +51.4% | -98.5% | -53.8% |
| 3Y | -32.5% | +117.9% | -150.4% | -48.0% |
| 5Y | -42.6% | +272.6% | -315.2% | -62.6% |
| 10Y | +235.3% | +782.2% | -546.9% | +70.2% |
| All | +235.3% | +779.4% | -544.1% | +70.2% |
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