-33.9%
INTU vs SWK
+53.8%
-87.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -3.9% | -2.3% | -1.6% | -3.7% |
| 30D | +12.0% | +30.4% | -18.4% | +8.5% |
| 3M | +2.3% | +12.1% | -9.8% | +0.7% |
| 6M | -12.1% | +49.1% | -61.2% | -16.2% |
| YTD | -47.5% | +60.4% | -108.0% | -51.0% |
| 1Y | -46.9% | +78.3% | -125.2% | -51.4% |
| All | -33.9% | +53.8% | -87.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling