-45.2%
INTU vs STZ
+14.7%
-60.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +3.1% |
| 7D | +8.7% | +13.0% | -4.3% | +8.1% |
| 30D | +25.9% | +29.4% | -3.6% | +26.5% |
| 3M | +10.7% | +11.6% | -0.9% | +9.5% |
| 6M | -11.6% | -0.2% | -11.3% | -15.7% |
| YTD | -45.4% | +8.6% | -54.0% | -48.6% |
| 1Y | -45.2% | +15.9% | -61.2% | -48.1% |
| All | -45.2% | +14.7% | -60.0% | -48.1% |
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