-49.7%
INTU vs STZ
-10.2%
-39.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.5% |
| 7D | -7.1% | -1.9% | -5.2% | -7.3% |
| 30D | +1.5% | -1.9% | +3.3% | +1.4% |
| 3M | +10.7% | -6.2% | +16.9% | +9.7% |
| 6M | -23.8% | -14.0% | -9.8% | -26.2% |
| YTD | -49.3% | -5.1% | -44.2% | -51.9% |
| 1Y | -49.7% | -9.6% | -40.1% | -51.8% |
| All | -49.7% | -10.2% | -39.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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