-61.5%
ADBE vs SGI
+56.1%
-117.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -8.9% | +0.6% | -9.5% | -9.1% |
| 30D | -6.6% | +5.5% | -12.2% | -8.0% |
| 3M | +7.1% | -3.6% | +10.7% | +7.5% |
| 6M | -9.8% | -15.0% | +5.3% | -7.3% |
| YTD | -27.2% | -23.0% | -4.2% | -23.3% |
| 1Y | -28.0% | -18.4% | -9.6% | -26.0% |
| 3Y | -54.5% | +57.8% | -112.3% | -63.7% |
| 5Y | -61.5% | +51.5% | -112.9% | -70.5% |
| All | -61.5% | +56.1% | -117.6% | -70.5% |
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