+148.0%
ADBE vs SAN
+347.0%
-198.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -12.9% | -2.8% | -10.1% | -12.3% |
| 30D | -5.6% | -0.5% | -5.1% | -5.6% |
| 3M | +6.6% | +22.7% | -16.1% | +0.9% |
| 6M | -9.6% | +28.8% | -38.3% | -15.9% |
| YTD | -28.9% | +26.3% | -55.2% | -34.0% |
| 1Y | -28.9% | +48.8% | -77.8% | -37.0% |
| 3Y | -55.6% | +347.2% | -402.8% | -71.6% |
| 5Y | -62.2% | +383.8% | -446.0% | -77.1% |
| All | +148.0% | +347.0% | -198.9% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling