-53.3%
ADBE vs SN
+476.8%
-530.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | -8.9% | -3.4% | -5.5% | -8.5% |
| 30D | -6.6% | -9.1% | +2.4% | -5.6% |
| 3M | +7.1% | +31.8% | -24.6% | +3.9% |
| 6M | -9.8% | +52.0% | -61.8% | -14.1% |
| YTD | -27.2% | +51.3% | -78.5% | -30.8% |
| 1Y | -28.0% | +46.9% | -74.9% | -31.5% |
| 3Y | -54.5% | +394.9% | -449.4% | -59.3% |
| All | -53.3% | +476.8% | -530.1% | -58.3% |
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