+13,437.9%
ADBE vs SM
+1,436.3%
+12,001.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -0.3% |
| 7D | -3.2% | +10.6% | -13.8% | -4.6% |
| 30D | +1.0% | -15.0% | +15.9% | +2.8% |
| 3M | -7.8% | +1.7% | -9.5% | -8.6% |
| 6M | -1.0% | +5.9% | -6.8% | -2.8% |
| YTD | -31.8% | +79.0% | -110.8% | -38.2% |
| 1Y | -29.2% | +84.7% | -113.9% | -36.2% |
| 3Y | -60.1% | -3.5% | -56.6% | -61.8% |
| 5Y | -63.7% | +4.9% | -68.7% | -66.8% |
| 10Y | +130.1% | +17.7% | +112.4% | +47.9% |
| All | +13,437.9% | +1,436.3% | +12,001.7% | +4,553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling