+235.2%
INTU vs SGI
+318.6%
-83.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | -4.1% | -10.7% | +6.5% | -1.5% |
| 30D | +12.8% | -3.6% | +16.4% | +13.8% |
| 3M | +2.1% | -5.4% | +7.5% | +3.4% |
| 6M | -11.5% | -7.0% | -4.4% | -10.8% |
| YTD | -47.9% | -31.6% | -16.3% | -44.0% |
| 1Y | -47.7% | -33.5% | -14.2% | -43.3% |
| 3Y | -34.0% | +66.5% | -100.4% | -45.1% |
| 5Y | -43.5% | +42.2% | -85.7% | -53.1% |
| All | +235.2% | +318.6% | -83.3% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling