-38.4%
INTU vs SWKS
-53.5%
+15.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -4.5% |
| 7D | -7.1% | +12.5% | -19.6% | -10.8% |
| 30D | +1.5% | +10.5% | -9.0% | -2.2% |
| 3M | +10.7% | -7.4% | +18.1% | +12.3% |
| 6M | -23.8% | +32.7% | -56.5% | -34.4% |
| YTD | -49.3% | +19.2% | -68.5% | -54.8% |
| 1Y | -49.7% | +2.4% | -52.0% | -52.5% |
| 3Y | -38.0% | -25.6% | -12.4% | -36.9% |
| All | -38.4% | -53.5% | +15.1% | -23.2% |
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