-33.9%
INTU vs STM
+15.2%
-49.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | +0.7% |
| 7D | -3.9% | +1.4% | -5.4% | -3.9% |
| 30D | +12.0% | -8.4% | +20.3% | +12.1% |
| 3M | +2.3% | -15.8% | +18.1% | +2.5% |
| 6M | -12.1% | -22.8% | +10.7% | -13.1% |
| YTD | -47.5% | +79.4% | -126.9% | -55.1% |
| 1Y | -46.9% | +97.0% | -143.9% | -55.4% |
| All | -33.9% | +15.2% | -49.0% | -42.4% |
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 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