-61.5%
ADBE vs SFM
+217.9%
-279.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.4% |
| 7D | -8.9% | -7.2% | -1.7% | -8.1% |
| 30D | -6.6% | -14.3% | +7.7% | -5.0% |
| 3M | +7.1% | -13.7% | +20.9% | +8.7% |
| 6M | -9.8% | -6.0% | -3.7% | -10.0% |
| YTD | -27.2% | -8.2% | -18.9% | -27.3% |
| 1Y | -28.0% | -46.2% | +18.2% | -22.5% |
| 3Y | -54.5% | +83.6% | -138.1% | -61.1% |
| 5Y | -61.5% | +212.7% | -274.2% | -69.2% |
| All | -61.5% | +217.9% | -279.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling