-22.6%
ADBE vs SM
+36.8%
-59.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -6.5% |
| 7D | -8.6% | -0.5% | -8.1% | -8.5% |
| 30D | +2.8% | +25.6% | -22.8% | +1.1% |
| 3M | +3.1% | +8.0% | -4.9% | +1.9% |
| 6M | -2.4% | +50.8% | -53.2% | -5.1% |
| YTD | -23.9% | +97.9% | -121.7% | -26.7% |
| 1Y | -22.6% | +33.8% | -56.4% | -25.5% |
| All | -22.6% | +36.8% | -59.4% | -25.5% |
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