+51.7%
ADBE vs SE
+589.8%
-538.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.5% |
| 7D | -8.6% | -6.1% | -2.5% | -7.4% |
| 30D | +2.8% | -2.5% | +5.2% | +2.7% |
| 3M | +3.1% | +21.7% | -18.6% | -2.0% |
| 6M | -2.4% | +27.0% | -29.4% | -8.8% |
| YTD | -23.9% | -12.1% | -11.7% | -23.4% |
| 1Y | -22.6% | -40.9% | +18.3% | -15.4% |
| 3Y | -52.7% | +191.0% | -243.7% | -65.8% |
| 5Y | -60.0% | -68.3% | +8.3% | -56.1% |
| All | +51.7% | +589.8% | -538.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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