-27.2%
INTU vs STLD
+104.7%
-131.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | 0.0% |
| 7D | +7.1% | -12.5% | +19.6% | +8.0% |
| 30D | +23.0% | -6.8% | +29.8% | +23.4% |
| 3M | +8.7% | -16.4% | +25.1% | +10.0% |
| 6M | -10.1% | -6.1% | -4.0% | -10.6% |
| YTD | -45.7% | +32.0% | -77.6% | -49.2% |
| 1Y | -45.1% | +45.5% | -90.6% | -49.8% |
| All | -27.2% | +104.7% | -131.9% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling