+137.3%
ADBE vs SPY
+307.0%
-169.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +1.6% | +2.6% | -1.0% | -1.6% |
| 30D | +1.0% | -2.0% | +3.0% | +2.9% |
| 3M | -10.1% | -2.8% | -7.4% | -7.6% |
| 6M | +3.0% | +2.1% | +0.8% | -1.1% |
| YTD | -30.5% | +11.5% | -42.0% | -40.5% |
| 1Y | -27.1% | +13.5% | -40.6% | -39.0% |
| 3Y | -58.8% | +77.7% | -136.5% | -80.9% |
| 5Y | -63.0% | +72.6% | -135.6% | -81.6% |
| All | +137.3% | +307.0% | -169.7% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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