-31.1%
INTU vs SN
+673.1%
-704.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | +3.5% | -7.4% | -4.4% |
| 30D | +12.0% | +19.4% | -7.5% | +9.4% |
| 3M | +2.3% | +20.9% | -18.6% | -0.3% |
| 6M | -12.1% | +111.1% | -123.2% | -20.3% |
| YTD | -47.5% | +102.8% | -150.3% | -52.5% |
| 1Y | -46.9% | +146.2% | -193.1% | -53.5% |
| 3Y | -33.5% | +441.4% | -474.9% | -45.6% |
| All | -31.1% | +673.1% | -704.2% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling