-61.2%
ADBE vs SO
+61.3%
-122.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.6% |
| 7D | -10.1% | +1.0% | -11.1% | -10.2% |
| 30D | -3.0% | -3.2% | +0.2% | -2.6% |
| 3M | +5.0% | -1.7% | +6.7% | +5.3% |
| 6M | -9.3% | -7.2% | -2.1% | -8.2% |
| YTD | -26.5% | +4.6% | -31.1% | -27.4% |
| 1Y | -28.3% | +1.2% | -29.5% | -28.8% |
| 3Y | -54.1% | +45.3% | -99.4% | -60.1% |
| 5Y | -61.2% | +58.7% | -119.9% | -66.4% |
| All | -61.2% | +61.3% | -122.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling