+2,754.5%
INTU vs SBAC
+2,215.3%
+539.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -3.9% | -2.8% | -1.1% | -3.6% |
| 30D | +12.0% | +3.1% | +8.9% | +11.5% |
| 3M | +2.3% | +5.1% | -2.8% | +1.6% |
| 6M | -12.1% | -11.4% | -0.7% | -10.9% |
| YTD | -47.5% | +0.2% | -47.7% | -48.0% |
| 1Y | -46.9% | -3.9% | -43.0% | -47.1% |
| 3Y | -33.5% | -7.7% | -25.8% | -33.9% |
| 5Y | -41.2% | -39.7% | -1.5% | -38.4% |
| 10Y | +233.5% | +111.9% | +121.6% | +207.1% |
| All | +2,754.5% | +2,215.3% | +539.1% | +2,143.7% |
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