+107.5%
ADBE vs SNAP
-77.0%
+184.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.3% | -3.0% |
| 7D | -12.9% | -3.2% | -9.8% | -12.5% |
| 30D | -5.6% | +0.2% | -5.8% | -5.9% |
| 3M | +6.6% | +2.6% | +4.0% | +5.5% |
| 6M | -9.6% | +12.4% | -22.0% | -12.4% |
| YTD | -28.9% | -31.6% | +2.7% | -25.6% |
| 1Y | -28.9% | -21.7% | -7.2% | -27.6% |
| 3Y | -55.6% | -41.2% | -14.4% | -55.7% |
| 5Y | -62.2% | -92.6% | +30.4% | -53.5% |
| All | +107.5% | -77.0% | +184.5% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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