-38.1%
INTU vs SN
+389.7%
-427.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.2% |
| 7D | -7.1% | -9.3% | +2.3% | -5.8% |
| 30D | +1.5% | -4.8% | +6.2% | +2.2% |
| 3M | +10.7% | +40.4% | -29.8% | +5.4% |
| 6M | -23.8% | +50.9% | -74.8% | -28.6% |
| YTD | -49.3% | +54.9% | -104.2% | -52.9% |
| 1Y | -49.7% | +43.0% | -92.7% | -52.6% |
| All | -38.1% | +389.7% | -427.8% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling