-38.4%
INTU vs SAN
+381.6%
-420.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -7.1% | +1.8% | -8.9% | -7.5% |
| 30D | +1.5% | +2.0% | -0.5% | +0.9% |
| 3M | +10.7% | +19.7% | -9.1% | +5.0% |
| 6M | -23.8% | +30.6% | -54.5% | -30.2% |
| YTD | -49.3% | +28.8% | -78.2% | -53.5% |
| 1Y | -49.7% | +57.8% | -107.4% | -57.0% |
| 3Y | -38.0% | +338.1% | -376.1% | -64.0% |
| All | -38.4% | +381.6% | -420.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling