-43.5%
INTU vs STM
-4.9%
-38.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -4.1% | +16.3% | -20.4% | -6.8% |
| 30D | +12.8% | -6.3% | +19.1% | +13.4% |
| 3M | +2.1% | -14.1% | +16.2% | +3.7% |
| 6M | -11.5% | -19.6% | +8.1% | -13.5% |
| YTD | -47.9% | +80.1% | -128.1% | -62.6% |
| 1Y | -47.7% | +95.4% | -143.0% | -63.7% |
| 3Y | -34.0% | +14.7% | -48.6% | -46.7% |
| 5Y | -43.5% | -5.4% | -38.1% | -52.0% |
| All | -43.5% | -4.9% | -38.7% | -52.0% |
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 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