+398.1%
ADBE vs SFM
+44.5%
+353.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.1% |
| 7D | -4.4% | -7.1% | +2.7% | -3.5% |
| 30D | -0.2% | -21.4% | +21.2% | +2.5% |
| 3M | -9.9% | -40.1% | +30.2% | -4.3% |
| 6M | -3.5% | -38.0% | +34.6% | +1.7% |
| YTD | -32.1% | -36.5% | +4.4% | -29.1% |
| 1Y | -28.7% | -35.2% | +6.5% | -25.8% |
| 3Y | -60.2% | +23.5% | -83.7% | -63.2% |
| 5Y | -63.1% | +109.7% | -172.8% | -68.8% |
| 10Y | +129.2% | +132.6% | -3.4% | +81.7% |
| All | +398.1% | +44.5% | +353.7% | +332.8% |
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