-29.9%
INTU vs STM
+4.7%
-34.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -3.7% |
| 7D | +0.1% | -10.7% | +10.9% | +0.1% |
| 30D | +15.4% | -25.7% | +41.2% | +15.6% |
| 3M | +6.6% | -21.6% | +28.1% | +6.6% |
| 6M | -11.3% | -27.8% | +16.5% | -12.8% |
| YTD | -47.7% | +61.8% | -109.5% | -55.4% |
| 1Y | -47.0% | +78.1% | -125.1% | -55.6% |
| 3Y | -29.9% | +4.9% | -34.8% | -38.8% |
| All | -29.9% | +4.7% | -34.7% | -38.8% |
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