-49.7%
INTU vs SGI
-17.2%
-32.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -7.1% | +8.5% | -15.6% | -6.9% |
| 30D | +1.5% | +0.7% | +0.8% | +1.2% |
| 3M | +10.7% | +0.6% | +10.1% | +10.4% |
| 6M | -23.8% | -17.9% | -5.9% | -22.5% |
| YTD | -49.3% | -21.2% | -28.1% | -47.8% |
| 1Y | -49.7% | -18.9% | -30.8% | -47.8% |
| All | -49.7% | -17.2% | -32.5% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling