-38.4%
INTU vs STRL
+2,010.6%
-2,049.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.8% | -9.1% | -3.7% |
| 7D | -7.1% | +3.4% | -10.5% | -7.3% |
| 30D | +1.5% | -9.2% | +10.7% | +1.8% |
| 3M | +10.7% | -51.0% | +61.7% | +15.8% |
| 6M | -23.8% | +15.8% | -39.6% | -29.9% |
| YTD | -49.3% | +58.9% | -108.2% | -56.4% |
| 1Y | -49.7% | +68.5% | -118.2% | -57.9% |
| 3Y | -38.0% | +485.2% | -523.2% | -63.1% |
| All | -38.4% | +2,010.6% | -2,049.0% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling