+154.0%
ADBE vs SPG
+64.2%
+89.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -8.9% | -1.7% | -7.3% | -8.6% |
| 30D | -6.6% | -6.3% | -0.4% | -5.3% |
| 3M | +7.1% | -2.4% | +9.6% | +7.7% |
| 6M | -9.8% | +9.6% | -19.4% | -11.9% |
| YTD | -27.2% | +14.2% | -41.4% | -29.6% |
| 1Y | -28.0% | +19.3% | -47.3% | -31.1% |
| 3Y | -54.5% | +106.7% | -161.2% | -61.7% |
| 5Y | -61.5% | +104.2% | -165.7% | -67.6% |
| All | +154.0% | +64.2% | +89.8% | +150.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling