-61.5%
ADBE vs SMTC
+116.8%
-178.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -8.9% | +22.5% | -31.4% | -10.9% |
| 30D | -6.6% | +24.9% | -31.5% | -9.4% |
| 3M | +7.1% | +4.1% | +3.1% | +4.9% |
| 6M | -9.8% | +92.6% | -102.3% | -21.1% |
| YTD | -27.2% | +122.5% | -149.7% | -38.3% |
| 1Y | -28.0% | +166.2% | -194.2% | -41.5% |
| 3Y | -54.5% | +577.2% | -631.7% | -74.7% |
| 5Y | -61.5% | +119.0% | -180.4% | -60.9% |
| All | -61.5% | +116.8% | -178.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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