-43.2%
INTU vs STZ
-29.4%
-13.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +10.1% | +15.2% | -5.1% | +6.3% |
| 3M | -4.2% | +7.6% | -11.8% | -6.2% |
| 6M | -7.2% | +5.3% | -12.5% | -9.0% |
| YTD | -47.7% | +8.6% | -56.3% | -50.4% |
| 1Y | -46.7% | +15.6% | -62.3% | -50.6% |
| 3Y | -34.1% | -35.2% | +1.1% | -26.9% |
| All | -43.2% | -29.4% | -13.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling