-38.4%
INTU vs STZ
-33.3%
-5.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -7.1% | -1.9% | -5.2% | -6.7% |
| 30D | +1.5% | -1.9% | +3.3% | +1.9% |
| 3M | +10.7% | -6.2% | +16.9% | +12.1% |
| 6M | -23.8% | -14.0% | -9.8% | -22.0% |
| YTD | -49.3% | -5.1% | -44.2% | -50.3% |
| 1Y | -49.7% | -9.6% | -40.1% | -49.9% |
| 3Y | -38.0% | -47.2% | +9.2% | -25.7% |
| All | -38.4% | -33.3% | -5.1% | -34.2% |
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