-32.0%
INTU vs SN
+681.9%
-713.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | -3.9% | +7.6% | -11.6% | -4.9% |
| 30D | +11.7% | +24.1% | -12.4% | +8.6% |
| 3M | +4.5% | +23.7% | -19.2% | +1.5% |
| 6M | -13.9% | +105.5% | -119.4% | -21.6% |
| YTD | -48.2% | +105.1% | -153.3% | -53.2% |
| 1Y | -47.1% | +148.3% | -195.4% | -53.8% |
| 3Y | -32.5% | +438.7% | -471.2% | -44.8% |
| All | -32.0% | +681.9% | -713.9% | -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 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