+77.6%
XLF vs INTU
-38.3%
+115.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | 0.0% | -7.1% | +7.1% | +1.1% |
| 30D | +0.2% | +1.5% | -1.3% | -0.2% |
| 3M | +11.7% | +10.7% | +1.1% | +9.5% |
| 6M | +13.8% | -23.8% | +37.6% | +18.0% |
| YTD | +7.0% | -49.3% | +56.3% | +21.7% |
| 1Y | +9.1% | -49.7% | +58.8% | +24.2% |
| All | +77.6% | -38.3% | +115.9% | +83.8% |
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 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