+1,402.0%
INTU vs SNY
+241.5%
+1,160.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -9.2% | -3.6% | -5.5% | -7.9% |
| 30D | -7.0% | -1.9% | -5.1% | -6.4% |
| 3M | +10.5% | -2.0% | +12.5% | +11.4% |
| 6M | -30.6% | +2.5% | -33.1% | -31.6% |
| YTD | -52.3% | -7.0% | -45.4% | -51.5% |
| 1Y | -51.8% | -4.4% | -47.4% | -51.6% |
| 3Y | -41.8% | -8.4% | -33.4% | -42.7% |
| 5Y | -42.8% | +9.5% | -52.4% | -48.3% |
| 10Y | +209.9% | +64.3% | +145.6% | +137.3% |
| All | +1,402.0% | +241.5% | +1,160.4% | +713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling