+211.0%
INTU vs SGI
+263.3%
-52.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -8.5% | +0.6% | -9.1% | -8.6% |
| 30D | -6.1% | +5.5% | -11.7% | -7.3% |
| 3M | +7.3% | -3.6% | +10.9% | +7.8% |
| 6M | -33.2% | -15.0% | -18.2% | -31.7% |
| YTD | -52.2% | -23.0% | -29.1% | -50.0% |
| 1Y | -52.7% | -18.4% | -34.3% | -51.5% |
| 3Y | -41.6% | +57.8% | -99.4% | -50.5% |
| 5Y | -42.6% | +51.5% | -94.1% | -52.9% |
| 10Y | +211.0% | +275.2% | -64.1% | +95.7% |
| All | +211.0% | +263.3% | -52.2% | +95.7% |
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