+148.0%
ADBE vs SPG
+64.3%
+83.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -12.9% | -2.2% | -10.7% | -12.5% |
| 30D | -5.6% | -5.8% | +0.1% | -4.4% |
| 3M | +6.6% | -2.8% | +9.4% | +7.3% |
| 6M | -9.6% | +8.9% | -18.4% | -11.5% |
| YTD | -28.9% | +14.3% | -43.2% | -31.3% |
| 1Y | -28.9% | +19.5% | -48.4% | -32.0% |
| 3Y | -55.6% | +106.9% | -162.4% | -62.6% |
| 5Y | -62.2% | +108.7% | -171.0% | -68.4% |
| All | +148.0% | +64.3% | +83.7% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling