-47.5%
INTU vs STT
+46.6%
-94.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -0.5% |
| 7D | -3.9% | +0.9% | -4.9% | -3.8% |
| 30D | +11.7% | -2.3% | +14.1% | +11.4% |
| 3M | +4.5% | -7.5% | +11.9% | +3.4% |
| 6M | -13.9% | +14.9% | -28.8% | -14.6% |
| YTD | -48.2% | +34.9% | -83.1% | -49.5% |
| All | -47.5% | +46.6% | -94.1% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling