+211.0%
INTU vs SAN
+329.5%
-118.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -8.5% | -0.5% | -8.0% | -8.3% |
| 30D | -6.1% | -0.1% | -6.1% | -6.1% |
| 3M | +7.3% | +19.6% | -12.3% | +1.6% |
| 6M | -33.2% | +32.7% | -65.9% | -39.2% |
| YTD | -52.2% | +26.7% | -78.9% | -56.1% |
| 1Y | -52.7% | +51.6% | -104.3% | -59.0% |
| 3Y | -41.6% | +348.7% | -390.4% | -64.7% |
| 5Y | -42.6% | +378.7% | -421.4% | -67.1% |
| 10Y | +211.0% | +336.9% | -125.9% | +70.0% |
| All | +211.0% | +329.5% | -118.5% | +70.0% |
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