+6,790.6%
INTU vs STLD
+7,971.8%
-1,181.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +1.2% |
| 7D | +7.1% | -12.5% | +19.6% | +10.2% |
| 30D | +23.0% | -6.8% | +29.8% | +24.6% |
| 3M | +8.7% | -16.4% | +25.1% | +12.3% |
| 6M | -10.1% | -6.1% | -4.0% | -10.2% |
| YTD | -45.7% | +32.0% | -77.6% | -50.3% |
| 1Y | -45.1% | +45.5% | -90.6% | -50.9% |
| 3Y | -26.9% | +106.5% | -133.4% | -40.9% |
| 5Y | -40.0% | +267.2% | -307.1% | -58.3% |
| 10Y | +265.4% | +878.9% | -613.5% | +88.9% |
| All | +6,790.6% | +7,971.8% | -1,181.2% | +1,268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling