-61.2%
ADBE vs SM
+111.2%
-172.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -4.0% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -3.0% | +31.5% | -34.5% | -6.7% |
| 3M | +5.0% | +17.3% | -12.3% | +2.2% |
| 6M | -9.3% | +48.5% | -57.8% | -15.0% |
| YTD | -26.5% | +106.3% | -132.8% | -34.5% |
| 1Y | -28.3% | +47.3% | -75.6% | -33.2% |
| 3Y | -54.1% | -1.4% | -52.7% | -56.3% |
| 5Y | -61.2% | +114.0% | -175.3% | -66.3% |
| All | -61.2% | +111.2% | -172.4% | -66.3% |
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