+14,280.4%
INTU vs STZ
+7,666.6%
+6,613.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -7.1% | -1.9% | -5.2% | -6.6% |
| 30D | +1.5% | -1.9% | +3.3% | +1.9% |
| 3M | +10.7% | -6.2% | +16.9% | +12.4% |
| 6M | -23.8% | -14.0% | -9.8% | -21.6% |
| YTD | -49.3% | -5.1% | -44.2% | -49.5% |
| 1Y | -49.7% | -9.6% | -40.1% | -49.3% |
| 3Y | -38.0% | -47.2% | +9.2% | -29.3% |
| 5Y | -38.7% | -33.6% | -5.2% | -34.1% |
| 10Y | +221.3% | -9.8% | +231.1% | +212.4% |
| All | +14,280.4% | +7,666.6% | +6,613.8% | +3,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling