+14,729.7%
INTU vs SAN
+1,962.0%
+12,767.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.5% | -3.0% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +15.4% | -13.0% | +28.4% | +20.4% |
| 3M | +6.6% | -18.9% | +25.4% | +13.4% |
| 6M | -11.3% | -4.1% | -7.2% | -11.4% |
| YTD | -47.7% | +2.6% | -50.3% | -49.6% |
| 1Y | -47.0% | +16.9% | -63.9% | -51.1% |
| 3Y | -29.9% | +239.1% | -269.0% | -55.8% |
| 5Y | -42.2% | +266.8% | -309.0% | -65.3% |
| 10Y | +251.7% | +246.0% | +5.6% | +96.7% |
| All | +14,729.7% | +1,962.0% | +12,767.7% | +2,998.2% |
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