-63.7%
ADBE vs SGI
+45.7%
-109.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.2% |
| 7D | -3.2% | -10.7% | +7.5% | -0.3% |
| 30D | +1.0% | -3.6% | +4.5% | +1.8% |
| 3M | -7.8% | -5.4% | -2.4% | -6.7% |
| 6M | -1.0% | -7.0% | +6.1% | -0.3% |
| YTD | -31.8% | -31.6% | -0.2% | -26.1% |
| 1Y | -29.2% | -33.5% | +4.3% | -22.6% |
| 3Y | -60.1% | +66.5% | -126.5% | -69.2% |
| 5Y | -63.7% | +42.2% | -105.9% | -71.0% |
| All | -63.7% | +45.7% | -109.4% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling