+137.3%
ADBE vs SPG
+113.9%
+23.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +1.0% | +17.2% | -16.2% | -2.5% |
| 3M | -10.1% | +6.3% | -16.5% | -11.4% |
| 6M | +3.0% | +18.7% | -15.7% | -1.0% |
| YTD | -30.5% | +30.1% | -60.6% | -34.8% |
| 1Y | -27.1% | +32.8% | -59.9% | -31.9% |
| 3Y | -58.8% | +133.6% | -192.4% | -66.3% |
| 5Y | -63.0% | +84.4% | -147.4% | -68.7% |
| All | +137.3% | +113.9% | +23.4% | +112.8% |
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