-38.4%
INTU vs SW
-2.3%
-36.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.5% |
| 7D | -7.1% | -5.1% | -2.0% | -6.5% |
| 30D | +1.5% | -4.6% | +6.0% | +2.0% |
| 3M | +10.7% | +9.4% | +1.3% | +9.2% |
| 6M | -23.8% | +3.5% | -27.4% | -24.6% |
| YTD | -49.3% | +22.0% | -71.3% | -51.1% |
| 1Y | -49.7% | +2.2% | -51.9% | -50.3% |
| 3Y | -38.0% | +19.6% | -57.6% | -41.1% |
| All | -38.4% | -2.3% | -36.1% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling