-45.2%
INTU vs SN
+156.5%
-201.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +3.3% |
| 7D | +8.7% | +10.6% | -2.0% | +8.4% |
| 30D | +25.9% | +20.0% | +5.8% | +25.6% |
| 3M | +10.7% | +30.4% | -19.6% | +11.0% |
| 6M | -11.6% | +91.0% | -102.6% | -6.9% |
| YTD | -45.4% | +95.9% | -141.3% | -42.7% |
| 1Y | -45.2% | +158.9% | -204.1% | -44.4% |
| All | -45.2% | +156.5% | -201.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling