+4,607.0%
INTU vs SAP
+2,233.8%
+2,373.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -7.1% | -2.9% | -4.2% | -5.9% |
| 30D | +1.5% | +9.0% | -7.6% | -2.1% |
| 3M | +10.7% | +14.9% | -4.3% | +4.4% |
| 6M | -23.8% | +11.9% | -35.7% | -27.0% |
| YTD | -49.3% | -9.9% | -39.4% | -46.9% |
| 1Y | -49.7% | -19.5% | -30.1% | -44.9% |
| 3Y | -38.0% | +61.8% | -99.8% | -49.7% |
| 5Y | -38.7% | +56.2% | -94.9% | -49.4% |
| 10Y | +221.3% | +180.6% | +40.7% | +108.3% |
| All | +4,607.0% | +2,233.8% | +2,373.2% | +1,516.4% |
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