+221.6%
INTU vs STT
+269.9%
-48.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -7.1% | +0.5% | -7.6% | -7.3% |
| 30D | +1.5% | +3.9% | -2.4% | -0.2% |
| 3M | +10.7% | +20.0% | -9.3% | +2.3% |
| 6M | -23.8% | +55.3% | -79.2% | -37.1% |
| YTD | -49.3% | +53.3% | -102.6% | -58.0% |
| 1Y | -49.7% | +74.7% | -124.4% | -60.6% |
| 3Y | -38.0% | +205.8% | -243.8% | -62.1% |
| 5Y | -38.7% | +145.0% | -183.7% | -60.3% |
| All | +221.6% | +269.9% | -48.3% | +64.8% |
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