-56.7%
ADBE vs SN
+671.7%
-728.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | -3.8% | +7.6% | -11.4% | -4.7% |
| 30D | -2.3% | +22.4% | -24.7% | -4.7% |
| 3M | -13.3% | +21.7% | -34.9% | -15.5% |
| 6M | -6.5% | +102.8% | -109.3% | -13.9% |
| YTD | -32.4% | +102.4% | -134.8% | -38.0% |
| 1Y | -28.0% | +139.0% | -167.0% | -35.4% |
| 3Y | -60.4% | +440.4% | -500.8% | -65.8% |
| All | -56.7% | +671.7% | -728.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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