-59.6%
ADBE vs SGI
+66.8%
-126.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.8% |
| 7D | -3.2% | -10.7% | +7.5% | -1.7% |
| 30D | +1.0% | -3.6% | +4.5% | +1.4% |
| 3M | -7.8% | -5.4% | -2.4% | -7.2% |
| 6M | -1.0% | -7.0% | +6.1% | -0.6% |
| YTD | -31.8% | -31.6% | -0.2% | -28.7% |
| 1Y | -29.2% | -33.5% | +4.3% | -25.6% |
| All | -59.6% | +66.8% | -126.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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