-61.5%
ADBE vs SAN
+384.1%
-445.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -6.6% | -0.1% | -6.6% | -6.6% |
| 3M | +7.1% | +19.6% | -12.5% | +2.8% |
| 6M | -9.8% | +32.7% | -42.5% | -15.8% |
| YTD | -27.2% | +26.7% | -53.9% | -31.7% |
| 1Y | -28.0% | +51.6% | -79.7% | -35.7% |
| 3Y | -54.5% | +348.7% | -403.3% | -70.4% |
| 5Y | -61.5% | +378.7% | -440.2% | -77.2% |
| All | -61.5% | +384.1% | -445.5% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling