+15,025.3%
ADBE vs SM
+1,608.3%
+13,417.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -6.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | +2.8% | +26.3% | -23.5% | -0.6% |
| 3M | +3.1% | +8.7% | -5.5% | +1.4% |
| 6M | -2.4% | +51.7% | -54.1% | -8.8% |
| YTD | -23.9% | +99.0% | -122.9% | -31.6% |
| 1Y | -22.6% | +34.6% | -57.2% | -27.0% |
| 3Y | -52.7% | -7.8% | -44.9% | -54.3% |
| 5Y | -60.0% | +104.8% | -164.8% | -66.6% |
| 10Y | +157.3% | +7.2% | +150.1% | +69.1% |
| All | +15,025.3% | +1,608.3% | +13,417.0% | +5,053.1% |
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