+458.7%
ADBE vs SFM
+132.6%
+326.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -7.1% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | +2.8% | -4.4% | +7.1% | +3.2% |
| 3M | +3.1% | +1.5% | +1.6% | +2.5% |
| 6M | -2.4% | +6.5% | -8.9% | -4.2% |
| YTD | -23.9% | +2.2% | -26.0% | -24.9% |
| 1Y | -22.6% | -41.9% | +19.3% | -17.9% |
| 3Y | -52.7% | +106.8% | -159.4% | -58.9% |
| 5Y | -60.0% | +231.6% | -291.6% | -68.1% |
| 10Y | +157.3% | +258.4% | -101.1% | +93.1% |
| All | +458.7% | +132.6% | +326.1% | +358.2% |
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 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