-52.0%
INTU vs SAN
+55.7%
-107.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.2% |
| 7D | -7.5% | +3.3% | -10.9% | -7.3% |
| 30D | -1.9% | +1.1% | -3.0% | -1.8% |
| 3M | +4.9% | +22.2% | -17.3% | +6.4% |
| 6M | -33.2% | +36.0% | -69.2% | -32.4% |
| YTD | -51.4% | +28.2% | -79.6% | -49.5% |
| 1Y | -52.0% | +54.1% | -106.1% | -50.2% |
| All | -52.0% | +55.7% | -107.7% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling