+148.0%
ADBE vs SM
+23.2%
+124.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -12.9% | +2.1% | -15.1% | -13.1% |
| 30D | -5.6% | +18.1% | -23.8% | -7.0% |
| 3M | +6.6% | +17.0% | -10.4% | +4.9% |
| 6M | -9.6% | +55.4% | -65.0% | -13.4% |
| YTD | -28.9% | +108.6% | -137.5% | -33.6% |
| 1Y | -28.9% | +45.7% | -74.6% | -31.8% |
| 3Y | -55.6% | -0.3% | -55.3% | -56.8% |
| 5Y | -62.2% | +113.0% | -175.3% | -65.8% |
| All | +148.0% | +23.2% | +124.8% | +87.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling