-34.1%
INTU vs SAN
+247.1%
-281.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +0.1% | +4.0% | -3.9% | -0.3% |
| 30D | +10.1% | -7.8% | +17.9% | +10.8% |
| 3M | -4.2% | -16.4% | +12.2% | -2.7% |
| 6M | -7.2% | +3.5% | -10.8% | -8.4% |
| YTD | -47.7% | +6.7% | -54.4% | -48.7% |
| 1Y | -46.7% | +14.5% | -61.2% | -48.5% |
| 3Y | -34.1% | +243.5% | -277.6% | -47.8% |
| All | -34.1% | +247.1% | -281.2% | -47.8% |
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 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