-62.2%
ADBE vs SITM
+176.0%
-238.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | -12.9% | +4.8% | -17.8% | -13.6% |
| 30D | -5.6% | -9.7% | +4.1% | -4.8% |
| 3M | +6.6% | -9.3% | +15.9% | +5.5% |
| 6M | -9.6% | +69.5% | -79.1% | -21.7% |
| YTD | -28.9% | +70.5% | -99.4% | -39.5% |
| 1Y | -28.9% | +145.3% | -174.2% | -45.0% |
| 3Y | -55.6% | +432.8% | -488.4% | -74.7% |
| 5Y | -62.2% | +174.0% | -236.3% | -77.7% |
| All | -62.2% | +176.0% | -238.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling