-28.0%
ADBE vs SMR
-75.4%
+47.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.7% | +17.0% | +0.8% |
| 7D | -5.4% | -11.2% | +5.9% | -5.6% |
| 30D | -2.5% | -10.2% | +7.7% | -2.8% |
| 3M | +15.3% | -10.0% | +25.3% | +15.7% |
| 6M | -7.8% | -30.5% | +22.6% | -7.8% |
| YTD | -27.9% | -39.2% | +11.3% | -28.0% |
| 1Y | -28.0% | -75.5% | +47.5% | -29.1% |
| All | -28.0% | -75.4% | +47.4% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling