+1,412.3%
INTU vs SGI
+1,905.4%
-493.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -2.7% |
| 7D | +0.1% | +1.0% | -0.8% | -0.1% |
| 30D | +15.4% | +3.9% | +11.5% | +14.6% |
| 3M | +6.6% | -0.8% | +7.4% | +6.7% |
| 6M | -11.3% | -18.0% | +6.6% | -8.7% |
| YTD | -47.7% | -27.6% | -20.1% | -45.3% |
| 1Y | -47.0% | -27.2% | -19.8% | -44.6% |
| 3Y | -29.9% | +76.0% | -105.9% | -39.1% |
| 5Y | -42.2% | +50.0% | -92.2% | -49.1% |
| 10Y | +251.7% | +399.1% | -147.4% | +132.9% |
| All | +1,412.3% | +1,905.4% | -493.1% | +525.0% |
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