-31.6%
INTU vs SN
+650.0%
-681.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | +12.8% | +16.6% | -3.8% | +10.6% |
| 3M | +2.1% | +18.3% | -16.2% | -0.2% |
| 6M | -11.5% | +103.1% | -114.5% | -19.3% |
| YTD | -47.9% | +96.7% | -144.7% | -52.6% |
| 1Y | -47.7% | +134.3% | -182.0% | -53.9% |
| 3Y | -34.0% | +425.2% | -459.2% | -45.7% |
| All | -31.6% | +650.0% | -681.6% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling