-38.1%
INTU vs STT
+207.1%
-245.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | +1.5% | +3.9% | -2.4% | +0.3% |
| 3M | +10.7% | +20.0% | -9.3% | +4.3% |
| 6M | -23.8% | +55.3% | -79.2% | -34.9% |
| YTD | -49.3% | +53.3% | -102.6% | -56.6% |
| 1Y | -49.7% | +74.7% | -124.4% | -59.3% |
| All | -38.1% | +207.1% | -245.3% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling