-16.0%
ADBE vs SITM
+4,789.7%
-4,805.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +0.5% |
| 7D | -5.4% | +3.9% | -9.2% | -5.9% |
| 30D | -2.5% | -6.6% | +4.1% | -2.1% |
| 3M | +15.3% | -11.9% | +27.1% | +14.7% |
| 6M | -7.8% | +81.1% | -89.0% | -21.4% |
| YTD | -27.9% | +80.0% | -107.9% | -39.4% |
| 1Y | -28.0% | +145.8% | -173.9% | -44.1% |
| 3Y | -55.3% | +475.9% | -531.2% | -73.9% |
| 5Y | -61.7% | +189.2% | -250.9% | -76.4% |
| All | -16.0% | +4,789.7% | -4,805.6% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling