+235.3%
INTU vs SAN
+267.2%
-32.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.6% |
| 7D | -3.9% | +8.7% | -12.7% | -6.1% |
| 30D | +11.7% | -6.5% | +18.2% | +13.4% |
| 3M | +4.5% | -14.2% | +18.7% | +8.4% |
| 6M | -13.9% | +2.7% | -16.6% | -15.6% |
| YTD | -48.2% | +8.9% | -57.1% | -50.7% |
| 1Y | -47.1% | +23.4% | -70.5% | -51.6% |
| 3Y | -32.5% | +257.9% | -290.4% | -56.6% |
| 5Y | -42.6% | +297.8% | -340.3% | -65.4% |
| 10Y | +235.3% | +259.6% | -24.3% | +101.4% |
| All | +235.3% | +267.2% | -32.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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