-42.2%
INTU vs SAN
+267.8%
-310.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.2% |
| 7D | +0.1% | +4.9% | -4.8% | -1.1% |
| 30D | +15.4% | -13.0% | +28.4% | +19.3% |
| 3M | +6.6% | -18.9% | +25.4% | +12.0% |
| 6M | -11.3% | -4.1% | -7.2% | -11.5% |
| YTD | -47.7% | +2.6% | -50.3% | -49.5% |
| 1Y | -47.0% | +16.9% | -63.9% | -51.1% |
| 3Y | -29.9% | +239.1% | -269.0% | -57.4% |
| All | -42.2% | +267.8% | -310.0% | -69.0% |
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 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