+132.9%
ADBE vs SM
+18.2%
+114.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | 0.0% |
| 7D | -3.2% | +10.6% | -13.8% | -4.0% |
| 30D | +1.0% | -15.0% | +15.9% | +2.1% |
| 3M | -7.8% | +1.7% | -9.5% | -8.3% |
| 6M | -1.0% | +5.9% | -6.8% | -2.1% |
| YTD | -31.8% | +79.0% | -110.8% | -35.8% |
| 1Y | -29.2% | +84.7% | -113.9% | -33.5% |
| 3Y | -60.1% | -3.5% | -56.6% | -61.1% |
| 5Y | -63.7% | +4.9% | -68.7% | -65.5% |
| All | +132.9% | +18.2% | +114.7% | +76.0% |
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 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