+243.1%
INTU vs STM
+398.5%
-155.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.9% |
| 7D | +0.1% | -10.7% | +10.9% | +2.7% |
| 30D | +15.4% | -25.7% | +41.2% | +23.5% |
| 3M | +6.6% | -21.6% | +28.1% | +11.3% |
| 6M | -11.3% | -27.8% | +16.5% | -10.6% |
| YTD | -47.7% | +61.8% | -109.5% | -61.6% |
| 1Y | -47.0% | +78.1% | -125.1% | -62.6% |
| 3Y | -29.9% | +4.9% | -34.8% | -44.0% |
| 5Y | -42.2% | -14.3% | -28.0% | -51.2% |
| All | +243.1% | +398.5% | -155.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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