-11.3%
INTU vs STZ
-4.7%
-6.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -2.8% |
| 7D | +0.1% | +4.9% | -4.8% | -2.3% |
| 30D | +15.4% | +20.9% | -5.4% | +5.8% |
| 3M | +6.6% | +8.0% | -1.4% | +1.3% |
| 6M | -11.3% | -5.3% | -6.0% | -19.0% |
| All | -11.3% | -4.7% | -6.6% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling