-63.1%
ADBE vs SM
-0.4%
-62.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | -0.2% | -17.3% | +17.1% | +2.0% |
| 3M | -9.9% | -3.6% | -6.3% | -10.1% |
| 6M | -3.5% | +2.9% | -6.4% | -5.1% |
| YTD | -32.1% | +70.2% | -102.3% | -38.6% |
| 1Y | -28.7% | +66.5% | -95.2% | -35.4% |
| 3Y | -60.2% | -8.2% | -52.0% | -62.2% |
| 5Y | -63.1% | -1.5% | -61.6% | -66.7% |
| All | -63.1% | -0.4% | -62.7% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling