-43.2%
INTU vs SAP
+79.5%
-122.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +0.1% | +0.6% | -0.6% | -0.4% |
| 30D | +10.1% | +6.5% | +3.5% | +5.3% |
| 3M | -4.2% | +12.2% | -16.4% | -11.6% |
| 6M | -7.2% | +46.1% | -53.3% | -28.8% |
| YTD | -47.7% | -1.6% | -46.1% | -47.9% |
| 1Y | -46.7% | -5.1% | -41.6% | -45.6% |
| 3Y | -34.1% | +68.4% | -102.4% | -59.4% |
| All | -43.2% | +79.5% | -122.7% | -69.1% |
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