-33.9%
INTU vs SN
+441.3%
-475.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.9% | +3.5% | -7.4% | -4.5% |
| 30D | +12.0% | +19.4% | -7.5% | +8.8% |
| 3M | +2.3% | +20.9% | -18.6% | -0.9% |
| 6M | -12.1% | +111.1% | -123.2% | -22.2% |
| YTD | -47.5% | +102.8% | -150.3% | -53.7% |
| 1Y | -46.9% | +146.2% | -193.1% | -55.1% |
| All | -33.9% | +441.3% | -475.2% | -52.8% |
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