-25.9%
ADBE vs SM
+70.4%
-96.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.2% | +1.9% |
| 7D | -0.5% | -21.5% | +21.0% | +1.0% |
| 30D | +4.1% | -11.4% | +15.4% | +4.5% |
| 3M | -3.5% | +0.6% | -4.1% | -4.3% |
| 6M | -2.2% | +0.2% | -2.4% | -3.4% |
| YTD | -29.0% | +69.7% | -98.7% | -32.4% |
| 1Y | -25.9% | +71.6% | -97.5% | -30.0% |
| All | -25.9% | +70.4% | -96.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling