-43.2%
INTU vs STT
+104.1%
-147.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.1% | +4.8% | -4.7% | -1.9% |
| 30D | +10.1% | +3.9% | +6.1% | +8.1% |
| 3M | -4.2% | -8.2% | +4.0% | -1.1% |
| 6M | -7.2% | +15.6% | -22.8% | -14.4% |
| YTD | -47.7% | +37.6% | -85.3% | -56.1% |
| 1Y | -46.7% | +50.1% | -96.8% | -57.2% |
| 3Y | -34.1% | +183.1% | -217.1% | -63.1% |
| All | -43.2% | +104.1% | -147.3% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling