-40.1%
INTU vs SNY
-9.6%
-30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -3.3% | -3.3% | 0.0% | -3.1% |
| 30D | -3.9% | -2.2% | -1.8% | -3.7% |
| 3M | +16.6% | -3.0% | +19.7% | +16.9% |
| 6M | -26.4% | +2.7% | -29.2% | -26.6% |
| YTD | -51.0% | -6.8% | -44.2% | -50.8% |
| 1Y | -50.8% | -5.3% | -45.5% | -50.6% |
| 3Y | -40.1% | -9.8% | -30.3% | -39.5% |
| All | -40.1% | -9.6% | -30.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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