+206.6%
ADBE vs SPMO
+575.8%
-369.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.9% |
| 7D | -10.1% | +3.4% | -13.5% | -12.7% |
| 30D | -3.0% | +0.5% | -3.5% | -3.9% |
| 3M | +5.0% | +1.9% | +3.1% | -1.4% |
| 6M | -9.3% | +27.8% | -37.1% | -33.3% |
| YTD | -26.5% | +26.7% | -53.2% | -45.7% |
| 1Y | -28.3% | +28.9% | -57.2% | -48.3% |
| 3Y | -54.1% | +160.7% | -214.8% | -85.0% |
| 5Y | -61.2% | +150.2% | -211.4% | -86.6% |
| 10Y | +152.5% | +517.5% | -365.0% | -57.3% |
| All | +206.6% | +575.8% | -369.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 all: compounded portfolio wealth divided by compounded SPMO 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…
all analysis · Full analysis span regression · 6 months rolling