+2,805.8%
ADBE vs SBAC
+2,208.1%
+597.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.5% |
| 7D | -8.6% | -0.8% | -7.8% | -8.4% |
| 30D | +2.8% | +6.9% | -4.1% | +1.6% |
| 3M | +3.1% | -8.2% | +11.4% | +4.7% |
| 6M | -2.4% | -1.6% | -0.8% | -2.7% |
| YTD | -23.9% | -0.1% | -23.7% | -24.4% |
| 1Y | -22.6% | -0.5% | -22.1% | -23.2% |
| 3Y | -52.7% | -9.1% | -43.6% | -52.9% |
| 5Y | -60.0% | -43.8% | -16.2% | -56.8% |
| 10Y | +157.3% | +80.5% | +76.8% | +130.0% |
| All | +2,805.8% | +2,208.1% | +597.7% | +1,671.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling