-38.4%
INTU vs SAP
+55.2%
-93.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.8% |
| 7D | -7.1% | -2.9% | -4.2% | -5.2% |
| 30D | +1.5% | +9.0% | -7.6% | -4.5% |
| 3M | +10.7% | +14.9% | -4.3% | +0.1% |
| 6M | -23.8% | +11.9% | -35.7% | -29.7% |
| YTD | -49.3% | -9.9% | -39.4% | -46.4% |
| 1Y | -49.7% | -19.5% | -30.1% | -42.8% |
| 3Y | -38.0% | +61.8% | -99.8% | -60.3% |
| All | -38.4% | +55.2% | -93.7% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling