+236.7%
INTU vs STZ
+13.4%
+223.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +0.1% | +2.6% | -2.5% | -0.9% |
| 30D | +10.1% | +15.2% | -5.1% | +4.6% |
| 3M | -4.2% | +7.6% | -11.8% | -6.8% |
| 6M | -7.2% | +5.3% | -12.5% | -9.3% |
| YTD | -47.7% | +8.6% | -56.3% | -50.8% |
| 1Y | -46.7% | +15.6% | -62.3% | -51.2% |
| 3Y | -34.1% | -35.2% | +1.1% | -25.5% |
| 5Y | -43.3% | -29.1% | -14.2% | -38.7% |
| All | +236.7% | +13.4% | +223.3% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling