+307.8%
SPY vs INTU
+232.2%
+75.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -2.0% | +10.1% | -12.0% | -5.4% |
| 3M | -2.8% | -4.2% | +1.4% | -2.3% |
| 6M | +2.1% | -7.2% | +9.4% | +1.3% |
| YTD | +11.5% | -47.7% | +59.2% | +35.5% |
| 1Y | +13.5% | -46.7% | +60.2% | +36.5% |
| 3Y | +77.7% | -34.1% | +111.8% | +89.4% |
| 5Y | +72.6% | -43.3% | +115.9% | +87.7% |
| All | +307.8% | +232.2% | +75.6% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling