-61.5%
ADBE vs SBAC
-44.9%
-16.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -8.9% | +0.2% | -9.1% | -8.9% |
| 30D | -6.6% | +3.9% | -10.5% | -7.6% |
| 3M | +7.1% | -8.2% | +15.3% | +9.6% |
| 6M | -9.8% | -2.8% | -7.0% | -10.0% |
| YTD | -27.2% | -1.5% | -25.6% | -27.9% |
| 1Y | -28.0% | 0.0% | -28.0% | -29.2% |
| 3Y | -54.5% | -8.4% | -46.1% | -55.7% |
| 5Y | -61.5% | -43.5% | -17.9% | -51.6% |
| All | -61.5% | -44.9% | -16.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling