+2,658.8%
INTU vs SBAC
+2,208.1%
+450.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -7.1% | -0.8% | -6.3% | -7.0% |
| 30D | +1.5% | +6.9% | -5.5% | +0.6% |
| 3M | +10.7% | -8.2% | +18.9% | +11.8% |
| 6M | -23.8% | -1.6% | -22.2% | -24.1% |
| YTD | -49.3% | -0.1% | -49.2% | -49.7% |
| 1Y | -49.7% | -0.5% | -49.2% | -50.0% |
| 3Y | -38.0% | -9.1% | -28.9% | -38.3% |
| 5Y | -38.7% | -43.8% | +5.1% | -35.2% |
| 10Y | +221.3% | +80.5% | +140.8% | +200.7% |
| All | +2,658.8% | +2,208.1% | +450.7% | +2,070.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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