+151.4%
ADBE vs SCHG
+459.0%
-307.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.4% |
| 7D | -5.4% | -1.0% | -4.3% | -4.2% |
| 30D | -2.5% | -1.3% | -1.3% | -0.9% |
| 3M | +15.3% | +5.4% | +9.8% | +8.4% |
| 6M | -7.8% | +14.4% | -22.3% | -21.4% |
| YTD | -27.9% | +8.0% | -36.0% | -34.4% |
| 1Y | -28.0% | +12.7% | -40.8% | -38.1% |
| 3Y | -55.3% | +85.6% | -140.9% | -79.4% |
| 5Y | -61.7% | +85.5% | -147.2% | -81.9% |
| All | +151.4% | +459.0% | -307.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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