+1,366.5%
INTU vs SGI
+2,083.6%
-717.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -7.1% | +8.5% | -15.6% | -8.6% |
| 30D | +1.5% | +0.7% | +0.8% | +1.3% |
| 3M | +10.7% | +0.6% | +10.1% | +10.1% |
| 6M | -23.8% | -17.9% | -5.9% | -22.0% |
| YTD | -49.3% | -21.2% | -28.1% | -47.8% |
| 1Y | -49.7% | -18.9% | -30.8% | -48.6% |
| 3Y | -38.0% | +52.6% | -90.7% | -44.7% |
| 5Y | -38.7% | +60.7% | -99.5% | -46.9% |
| 10Y | +221.3% | +278.1% | -56.8% | +120.4% |
| All | +1,366.5% | +2,083.6% | -717.1% | +496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling