+156.4%
ADBE vs SPGI
+287.8%
-131.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | +0.9% |
| 7D | -8.9% | -3.1% | -5.8% | -6.8% |
| 30D | -6.6% | +2.0% | -8.7% | -7.9% |
| 3M | +7.1% | +4.3% | +2.8% | +3.7% |
| 6M | -9.8% | -0.2% | -9.5% | -9.8% |
| YTD | -27.2% | -14.8% | -12.4% | -19.3% |
| 1Y | -28.0% | -18.5% | -9.5% | -18.0% |
| 3Y | -54.5% | +16.0% | -70.5% | -60.8% |
| 5Y | -61.5% | +2.2% | -63.7% | -63.7% |
| 10Y | +156.4% | +296.4% | -140.0% | -0.5% |
| All | +156.4% | +287.8% | -131.3% | -0.5% |
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