-47.2%
INTU vs SN
+140.3%
-187.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -1.2% | +7.6% | -8.8% | -1.4% |
| 30D | +12.4% | +22.4% | -10.0% | +12.1% |
| 3M | +2.3% | +21.7% | -19.4% | +1.9% |
| 6M | -13.3% | +102.8% | -116.1% | -8.4% |
| YTD | -47.9% | +102.4% | -150.3% | -45.3% |
| 1Y | -47.2% | +139.0% | -186.1% | -45.6% |
| All | -47.2% | +140.3% | -187.5% | -45.6% |
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 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