+211.1%
INTU vs SAP
+173.6%
+37.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.0% |
| 7D | -7.5% | -0.3% | -7.3% | -7.4% |
| 30D | -1.9% | +2.6% | -4.5% | -3.5% |
| 3M | +4.9% | +16.3% | -11.4% | -5.1% |
| 6M | -33.2% | +6.4% | -39.6% | -35.9% |
| YTD | -51.4% | -11.4% | -40.0% | -47.9% |
| 1Y | -52.0% | -20.4% | -31.6% | -45.2% |
| 3Y | -40.7% | +56.5% | -97.2% | -57.7% |
| 5Y | -41.7% | +56.8% | -98.5% | -59.6% |
| 10Y | +211.1% | +176.2% | +34.9% | +46.6% |
| All | +211.1% | +173.6% | +37.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling