+220.8%
SOXX vs INTU
-41.9%
+262.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +3.0% | -9.2% | +12.2% | +4.1% |
| 30D | -3.1% | -7.0% | +3.9% | -2.6% |
| 3M | -4.4% | +10.5% | -14.9% | -6.9% |
| 6M | +52.9% | -30.6% | +83.5% | +65.6% |
| YTD | +72.0% | -52.3% | +124.3% | +122.2% |
| 1Y | +105.1% | -51.8% | +156.9% | +162.1% |
| All | +220.8% | -41.9% | +262.7% | +241.7% |
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