+154.0%
ADBE vs SM
+22.6%
+131.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -6.6% | +20.3% | -26.9% | -8.1% |
| 3M | +7.1% | +22.9% | -15.8% | +5.0% |
| 6M | -9.8% | +47.8% | -57.6% | -13.2% |
| YTD | -27.2% | +107.5% | -134.6% | -32.0% |
| 1Y | -28.0% | +51.7% | -79.8% | -31.2% |
| 3Y | -54.5% | -0.9% | -53.7% | -55.8% |
| 5Y | -61.5% | +112.2% | -173.7% | -65.1% |
| All | +154.0% | +22.6% | +131.4% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling