-31.3%
INTU vs SN
+659.6%
-690.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.4% | -4.1% |
| 7D | +0.1% | +7.2% | -7.1% | -0.8% |
| 30D | +15.4% | +20.4% | -5.0% | +12.6% |
| 3M | +6.6% | +23.9% | -17.3% | +3.5% |
| 6M | -11.3% | +93.0% | -104.4% | -18.6% |
| YTD | -47.7% | +99.2% | -147.0% | -52.5% |
| 1Y | -47.0% | +142.6% | -189.6% | -53.5% |
| 3Y | -29.9% | +398.8% | -428.7% | -42.5% |
| All | -31.3% | +659.6% | -690.9% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling