+1,397.8%
INTU vs SGI
+1,971.1%
-573.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.6% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +11.7% | +6.6% | +5.2% | +10.4% |
| 3M | +4.5% | +1.8% | +2.7% | +4.1% |
| 6M | -13.9% | -3.9% | -10.0% | -13.9% |
| YTD | -48.2% | -25.2% | -23.0% | -46.1% |
| 1Y | -47.1% | -26.7% | -20.4% | -44.8% |
| 3Y | -32.5% | +86.8% | -119.3% | -42.0% |
| 5Y | -42.6% | +56.6% | -99.2% | -49.9% |
| 10Y | +235.3% | +384.3% | -149.0% | +122.8% |
| All | +1,397.8% | +1,971.1% | -573.2% | +515.1% |
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