-38.4%
INTU vs STM
+20.8%
-59.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -3.8% |
| 7D | -7.1% | +5.8% | -12.9% | -8.2% |
| 30D | +1.5% | -1.0% | +2.5% | +1.3% |
| 3M | +10.7% | -33.3% | +43.9% | +18.8% |
| 6M | -23.8% | +57.4% | -81.2% | -40.1% |
| YTD | -49.3% | +102.2% | -151.5% | -64.1% |
| 1Y | -49.7% | +99.6% | -149.3% | -64.6% |
| 3Y | -38.0% | +14.5% | -52.5% | -47.2% |
| All | -38.4% | +20.8% | -59.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling