+233.5%
INTU vs STT
+203.9%
+29.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.1% |
| 7D | -3.9% | +0.4% | -4.4% | -4.2% |
| 30D | +12.0% | -0.4% | +12.4% | +11.9% |
| 3M | +2.3% | -6.5% | +8.8% | +4.5% |
| 6M | -12.1% | +17.2% | -29.3% | -18.4% |
| YTD | -47.5% | +38.2% | -85.8% | -54.9% |
| 1Y | -46.9% | +49.3% | -96.2% | -55.8% |
| 3Y | -33.5% | +181.9% | -215.4% | -58.2% |
| 5Y | -41.2% | +106.9% | -148.2% | -59.5% |
| 10Y | +233.5% | +203.1% | +30.4% | +92.6% |
| All | +233.5% | +203.9% | +29.6% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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