+2,745.0%
INTU vs SBAC
+2,207.9%
+537.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.5% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +15.4% | +11.2% | +4.3% | +13.8% |
| 3M | +6.6% | +4.5% | +2.1% | +5.9% |
| 6M | -11.3% | -12.2% | +0.9% | -10.0% |
| YTD | -47.7% | -0.1% | -47.6% | -48.1% |
| 1Y | -47.0% | -0.3% | -46.8% | -47.4% |
| 3Y | -29.9% | -8.7% | -21.2% | -30.3% |
| 5Y | -42.2% | -40.2% | -2.1% | -39.3% |
| 10Y | +251.7% | +97.3% | +154.3% | +226.0% |
| All | +2,745.0% | +2,207.9% | +537.1% | +2,137.2% |
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