+148.0%
ADBE vs SO
+160.7%
-12.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -12.9% | -1.1% | -11.8% | -12.6% |
| 30D | -5.6% | -3.7% | -1.9% | -4.7% |
| 3M | +6.6% | -5.9% | +12.5% | +8.4% |
| 6M | -9.6% | -7.3% | -2.2% | -7.9% |
| YTD | -28.9% | +3.1% | -32.0% | -30.0% |
| 1Y | -28.9% | -1.0% | -27.9% | -29.3% |
| 3Y | -55.6% | +43.2% | -98.8% | -61.7% |
| 5Y | -62.2% | +59.1% | -121.3% | -68.8% |
| All | +148.0% | +160.7% | -12.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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