+151.4%
ADBE vs SFM
+271.4%
-120.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | -5.4% | -10.6% | +5.3% | -4.1% |
| 30D | -2.5% | -15.5% | +12.9% | -0.7% |
| 3M | +15.3% | -17.4% | +32.7% | +17.6% |
| 6M | -7.8% | -3.4% | -4.4% | -8.4% |
| YTD | -27.9% | -8.7% | -19.3% | -27.9% |
| 1Y | -28.0% | -47.2% | +19.1% | -23.0% |
| 3Y | -55.3% | +82.7% | -138.0% | -60.3% |
| 5Y | -61.7% | +214.3% | -276.0% | -68.8% |
| All | +151.4% | +271.4% | -120.0% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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