+14.4%
SGOV vs INTU
-41.9%
+56.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -9.2% | +9.2% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +0.3% |
| 3M | +0.9% | +10.5% | -9.6% | +0.9% |
| 6M | +1.8% | -30.6% | +32.4% | +1.9% |
| YTD | +2.5% | -52.3% | +54.9% | +2.5% |
| 1Y | +3.8% | -51.8% | +55.6% | +3.8% |
| All | +14.4% | -41.9% | +56.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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