+4,754.0%
INTU vs SAP
+2,432.7%
+2,321.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.4% | -2.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | +15.4% | +11.1% | +4.3% | +10.5% |
| 3M | +6.6% | +17.0% | -10.5% | 0.0% |
| 6M | -11.3% | +34.8% | -46.1% | -21.4% |
| YTD | -47.7% | -2.2% | -45.5% | -47.0% |
| 1Y | -47.0% | -6.4% | -40.6% | -45.3% |
| 3Y | -29.9% | +75.1% | -105.1% | -44.8% |
| 5Y | -42.2% | +69.8% | -112.0% | -53.8% |
| 10Y | +251.7% | +219.8% | +31.8% | +116.7% |
| All | +4,754.0% | +2,432.7% | +2,321.3% | +1,513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling