-33.9%
INTU vs STRL
+358.3%
-392.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.7% |
| 7D | -3.9% | +7.1% | -11.0% | -3.7% |
| 30D | +12.0% | -39.4% | +51.4% | +11.4% |
| 3M | +2.3% | -43.0% | +45.3% | +1.8% |
| 6M | -12.1% | -65.0% | +52.9% | -11.7% |
| YTD | -47.5% | -0.8% | -46.8% | -53.4% |
| 1Y | -46.9% | -20.3% | -26.6% | -51.3% |
| All | -33.9% | +358.3% | -392.2% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling