+243.1%
INTU vs STRL
+3,580.1%
-3,336.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.2% | -4.1% |
| 7D | +0.1% | -26.9% | +27.0% | +2.4% |
| 30D | +15.4% | -52.7% | +68.1% | +22.7% |
| 3M | +6.6% | -52.8% | +59.4% | +12.7% |
| 6M | -11.3% | -71.5% | +60.2% | -2.5% |
| YTD | -47.7% | -17.4% | -30.3% | -52.9% |
| 1Y | -47.0% | -35.0% | -12.1% | -50.5% |
| 3Y | -29.9% | +239.2% | -269.2% | -54.7% |
| 5Y | -42.2% | +830.2% | -872.4% | -70.1% |
| All | +243.1% | +3,580.1% | -3,336.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling