+22,327.1%
ADBE vs SAN
+2,116.5%
+20,210.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | -8.6% | +1.8% | -10.4% | -9.1% |
| 30D | +2.8% | +2.0% | +0.8% | +2.0% |
| 3M | +3.1% | +19.7% | -16.6% | -3.6% |
| 6M | -2.4% | +30.6% | -33.1% | -12.2% |
| YTD | -23.9% | +28.8% | -52.7% | -31.7% |
| 1Y | -22.6% | +57.8% | -80.4% | -35.4% |
| 3Y | -52.7% | +338.1% | -390.8% | -73.1% |
| 5Y | -60.0% | +384.2% | -444.2% | -78.8% |
| 10Y | +157.3% | +353.1% | -195.8% | +27.1% |
| All | +22,327.1% | +2,116.5% | +20,210.6% | +5,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling