+132.9%
ADBE vs SPGI
+329.2%
-196.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.4% |
| 7D | -3.2% | -0.8% | -2.4% | -2.6% |
| 30D | +1.0% | +14.3% | -13.3% | -8.3% |
| 3M | -7.8% | +14.5% | -22.3% | -16.2% |
| 6M | -1.0% | +17.3% | -18.2% | -11.8% |
| YTD | -31.8% | -4.6% | -27.3% | -30.3% |
| 1Y | -29.2% | +0.8% | -30.0% | -30.4% |
| 3Y | -60.1% | +28.8% | -88.8% | -68.0% |
| 5Y | -63.7% | +14.0% | -77.7% | -68.4% |
| All | +132.9% | +329.2% | -196.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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