-29.2%
ADBE vs SAN
+13.0%
-42.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | +1.0% | -9.4% | +10.3% | +0.5% |
| 3M | -7.8% | -17.1% | +9.3% | -8.6% |
| 6M | -1.0% | +2.2% | -3.1% | -1.0% |
| YTD | -31.8% | +6.0% | -37.8% | -30.9% |
| 1Y | -29.2% | +12.7% | -41.9% | -29.1% |
| All | -29.2% | +13.0% | -42.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling