-38.1%
INTU vs STM
+16.2%
-54.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -3.4% |
| 7D | -7.1% | +5.8% | -12.9% | -7.2% |
| 30D | +1.5% | -1.0% | +2.5% | +1.4% |
| 3M | +10.7% | -33.3% | +43.9% | +12.8% |
| 6M | -23.8% | +57.4% | -81.2% | -31.8% |
| YTD | -49.3% | +102.2% | -151.5% | -57.0% |
| 1Y | -49.7% | +99.6% | -149.3% | -57.5% |
| All | -38.1% | +16.2% | -54.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling