+243.1%
INTU vs STT
+204.5%
+38.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | +15.4% | -5.0% | +20.4% | +17.5% |
| 3M | +6.6% | -10.5% | +17.0% | +10.8% |
| 6M | -11.3% | +10.0% | -21.3% | -15.7% |
| YTD | -47.7% | +30.7% | -78.4% | -54.0% |
| 1Y | -47.0% | +43.8% | -90.8% | -55.2% |
| 3Y | -29.9% | +168.1% | -198.0% | -55.0% |
| 5Y | -42.2% | +101.4% | -143.6% | -59.7% |
| All | +243.1% | +204.5% | +38.6% | +103.4% |
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