+22,327.1%
ADBE vs SO
+5,976.4%
+16,350.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | +2.8% | -4.6% | +7.4% | +4.4% |
| 3M | +3.1% | -3.0% | +6.2% | +4.2% |
| 6M | -2.4% | -8.3% | +5.8% | +0.1% |
| YTD | -23.9% | +3.5% | -27.4% | -25.4% |
| 1Y | -22.6% | -0.9% | -21.7% | -23.1% |
| 3Y | -52.7% | +45.4% | -98.0% | -59.9% |
| 5Y | -60.0% | +59.6% | -119.6% | -67.5% |
| 10Y | +157.3% | +156.6% | +0.7% | +68.8% |
| All | +22,327.1% | +5,976.4% | +16,350.7% | +4,453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling