+20.7%
XLK vs INTU
-46.5%
+67.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | -7.6% | +8.7% | -16.3% | -7.3% |
| 30D | -12.2% | +25.9% | -38.0% | -11.6% |
| 3M | -5.5% | +10.7% | -16.2% | -5.1% |
| 6M | +9.2% | -11.6% | +20.7% | +11.5% |
| YTD | +23.0% | -45.4% | +68.4% | +35.1% |
| 1Y | +20.7% | -45.2% | +65.9% | +32.4% |
| All | +20.7% | -46.5% | +67.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling