-38.1%
INTU vs SAN
+339.3%
-377.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -7.1% | +1.8% | -8.9% | -7.3% |
| 30D | +1.5% | +2.0% | -0.5% | +1.2% |
| 3M | +10.7% | +19.7% | -9.1% | +8.1% |
| 6M | -23.8% | +30.6% | -54.5% | -27.0% |
| YTD | -49.3% | +28.8% | -78.2% | -51.3% |
| 1Y | -49.7% | +57.8% | -107.4% | -53.8% |
| All | -38.1% | +339.3% | -377.4% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling