-55.3%
ADBE vs SITM
+452.7%
-508.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +1.2% |
| 7D | -5.4% | +3.9% | -9.2% | -5.5% |
| 30D | -2.5% | -6.6% | +4.1% | -2.4% |
| 3M | +15.3% | -11.9% | +27.1% | +15.6% |
| 6M | -7.8% | +81.1% | -89.0% | -13.6% |
| YTD | -27.9% | +80.0% | -107.9% | -32.9% |
| 1Y | -28.0% | +145.8% | -173.9% | -35.9% |
| 3Y | -55.3% | +475.9% | -531.2% | -65.6% |
| All | -55.3% | +452.7% | -508.0% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling