-46.9%
INTU vs SAN
+19.5%
-66.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.6% |
| 7D | -3.9% | +3.4% | -7.3% | -3.7% |
| 30D | +12.0% | -6.3% | +18.2% | +11.1% |
| 3M | +2.3% | -14.1% | +16.4% | +0.9% |
| 6M | -12.1% | +4.2% | -16.2% | -11.9% |
| YTD | -47.5% | +9.0% | -56.6% | -45.7% |
| 1Y | -46.9% | +18.8% | -65.7% | -45.8% |
| All | -46.9% | +19.5% | -66.4% | -45.8% |
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