+236.7%
INTU vs SAN
+270.1%
-33.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +0.1% | +4.0% | -3.9% | -1.1% |
| 30D | +10.1% | -7.8% | +17.9% | +12.2% |
| 3M | -4.2% | -16.4% | +12.2% | +0.1% |
| 6M | -7.2% | +3.5% | -10.8% | -9.4% |
| YTD | -47.7% | +6.7% | -54.4% | -49.9% |
| 1Y | -46.7% | +14.5% | -61.2% | -50.1% |
| 3Y | -34.1% | +243.5% | -277.6% | -57.2% |
| 5Y | -43.3% | +296.2% | -339.5% | -65.9% |
| All | +236.7% | +270.1% | -33.4% | +98.2% |
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