-45.1%
INTU vs SW
+25.8%
-70.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +7.1% | +4.7% | +2.5% | +7.0% |
| 30D | +23.0% | +5.0% | +18.0% | +22.7% |
| 3M | +8.7% | -7.3% | +16.0% | +8.6% |
| 6M | -10.1% | +15.0% | -25.1% | -8.9% |
| YTD | -45.7% | +18.5% | -64.2% | -45.8% |
| 1Y | -45.1% | +27.1% | -72.2% | -45.9% |
| All | -45.1% | +25.8% | -70.9% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling