-40.0%
INTU vs SWKS
-44.4%
+4.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +7.1% | -9.2% | +16.3% | +10.1% |
| 30D | +23.0% | -1.9% | +24.9% | +23.3% |
| 3M | +8.7% | +21.2% | -12.5% | -0.1% |
| 6M | -10.1% | +12.9% | -23.0% | -17.6% |
| YTD | -45.7% | +30.7% | -76.4% | -53.9% |
| 1Y | -45.1% | +14.1% | -59.2% | -50.6% |
| 3Y | -26.9% | -1.7% | -25.2% | -37.3% |
| 5Y | -40.0% | -43.0% | +3.0% | -30.3% |
| All | -40.0% | -44.4% | +4.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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