+14,280.4%
INTU vs SAN
+2,490.1%
+11,790.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -7.1% | +1.8% | -8.9% | -7.6% |
| 30D | +1.5% | +2.0% | -0.5% | +0.8% |
| 3M | +10.7% | +19.7% | -9.1% | +3.7% |
| 6M | -23.8% | +30.6% | -54.5% | -31.4% |
| YTD | -49.3% | +28.8% | -78.2% | -54.4% |
| 1Y | -49.7% | +57.8% | -107.4% | -57.8% |
| 3Y | -38.0% | +338.1% | -376.1% | -63.9% |
| 5Y | -38.7% | +384.2% | -423.0% | -66.4% |
| 10Y | +221.3% | +353.1% | -131.8% | +65.1% |
| All | +14,280.4% | +2,490.1% | +11,790.3% | +2,704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling