+132.9%
ADBE vs SBAC
+110.3%
+22.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -3.2% | -3.4% | +0.2% | -2.0% |
| 30D | +1.0% | +2.6% | -1.7% | -0.2% |
| 3M | -7.8% | +2.6% | -10.4% | -9.0% |
| 6M | -1.0% | -11.5% | +10.6% | +3.0% |
| YTD | -31.8% | -1.6% | -30.2% | -33.1% |
| 1Y | -29.2% | -5.1% | -24.1% | -29.5% |
| 3Y | -60.1% | -9.3% | -50.7% | -61.1% |
| 5Y | -63.7% | -41.0% | -22.7% | -56.6% |
| All | +132.9% | +110.3% | +22.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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