+409.6%
ADBE vs SFM
+48.8%
+360.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +1.6% | +6.0% | -4.5% | +0.8% |
| 30D | +1.0% | -19.5% | +20.5% | +3.4% |
| 3M | -10.1% | -37.0% | +26.9% | -5.1% |
| 6M | +3.0% | -41.0% | +44.0% | +9.3% |
| YTD | -30.5% | -34.6% | +4.1% | -27.7% |
| 1Y | -27.1% | -36.3% | +9.1% | -23.9% |
| 3Y | -58.8% | +24.5% | -83.4% | -61.9% |
| 5Y | -63.0% | +115.9% | -178.9% | -68.9% |
| 10Y | +134.5% | +139.5% | -5.1% | +85.1% |
| All | +409.6% | +48.8% | +360.8% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling