-59.8%
ADBE vs SFM
+23.6%
-83.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | -4.4% | -7.1% | +2.7% | -3.7% |
| 30D | -0.2% | -21.4% | +21.2% | +1.8% |
| 3M | -9.9% | -40.1% | +30.2% | -6.2% |
| 6M | -3.5% | -38.0% | +34.6% | -0.1% |
| YTD | -32.1% | -36.5% | +4.4% | -30.2% |
| 1Y | -28.7% | -35.2% | +6.5% | -26.9% |
| All | -59.8% | +23.6% | -83.4% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling