-43.5%
INTU vs STRL
+935.0%
-978.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -4.1% | +23.4% | -27.6% | -4.9% |
| 30D | +12.8% | -39.5% | +52.4% | +14.9% |
| 3M | +2.1% | -45.1% | +47.2% | +4.3% |
| 6M | -11.5% | -64.6% | +53.1% | -7.5% |
| YTD | -47.9% | -1.5% | -46.4% | -54.7% |
| 1Y | -47.7% | -20.8% | -26.9% | -52.8% |
| 3Y | -34.0% | +353.1% | -387.1% | -63.1% |
| 5Y | -43.5% | +942.9% | -986.4% | -79.2% |
| All | -43.5% | +935.0% | -978.5% | -79.2% |
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 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