-14.3%
ADBE vs SITM
+4,507.3%
-4,521.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.1% |
| 7D | -10.1% | +8.4% | -18.4% | -11.3% |
| 30D | -3.0% | -17.4% | +14.4% | -0.7% |
| 3M | +5.0% | -9.8% | +14.8% | +3.8% |
| 6M | -9.3% | +83.0% | -92.3% | -22.9% |
| YTD | -26.5% | +69.6% | -96.1% | -37.6% |
| 1Y | -28.3% | +144.9% | -173.2% | -44.4% |
| 3Y | -54.1% | +429.9% | -483.9% | -72.8% |
| 5Y | -61.2% | +169.2% | -230.4% | -75.8% |
| All | -14.3% | +4,507.3% | -4,521.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling