-61.2%
ADBE vs SPG
+106.4%
-167.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -4.0% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -3.0% | -4.9% | +2.0% | -0.9% |
| 3M | +5.0% | +3.3% | +1.7% | +3.5% |
| 6M | -9.3% | +11.2% | -20.5% | -14.1% |
| YTD | -26.5% | +17.1% | -43.5% | -32.2% |
| 1Y | -28.3% | +21.6% | -49.9% | -35.2% |
| 3Y | -54.1% | +111.9% | -166.0% | -69.9% |
| 5Y | -61.2% | +106.9% | -168.1% | -74.7% |
| All | -61.2% | +106.4% | -167.6% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling