-46.5%
INTU vs SARO
-21.1%
-25.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -4.0% |
| 7D | -7.5% | +1.1% | -8.6% | -7.7% |
| 30D | -1.9% | -16.2% | +14.2% | +0.5% |
| 3M | +4.9% | -1.3% | +6.1% | +4.0% |
| 6M | -33.2% | -15.2% | -18.0% | -31.7% |
| YTD | -51.4% | -14.7% | -36.7% | -50.6% |
| 1Y | -52.0% | -9.1% | -42.9% | -52.2% |
| All | -46.5% | -21.1% | -25.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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