-46.0%
ADBE vs SMR
-14.3%
-31.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.7% | +17.0% | +1.7% |
| 7D | -5.4% | -11.2% | +5.9% | -5.2% |
| 30D | -2.5% | -10.2% | +7.7% | -2.4% |
| 3M | +15.3% | -10.0% | +25.3% | +15.2% |
| 6M | -7.8% | -30.5% | +22.6% | -7.5% |
| YTD | -27.9% | -39.2% | +11.3% | -27.6% |
| 1Y | -28.0% | -75.5% | +47.5% | -25.9% |
| 3Y | -55.3% | +45.4% | -100.8% | -58.2% |
| All | -46.0% | -14.3% | -31.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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