+148.0%
ADBE vs SPYG
+420.3%
-272.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -1.4% |
| 7D | -12.9% | -1.8% | -11.1% | -11.1% |
| 30D | -5.6% | -1.9% | -3.7% | -3.5% |
| 3M | +6.6% | +5.2% | +1.5% | -0.8% |
| 6M | -9.6% | +15.6% | -25.1% | -25.2% |
| YTD | -28.9% | +12.4% | -41.3% | -39.5% |
| 1Y | -28.9% | +17.5% | -46.4% | -43.1% |
| 3Y | -55.6% | +98.1% | -153.7% | -82.0% |
| 5Y | -62.2% | +84.9% | -147.2% | -82.8% |
| All | +148.0% | +420.3% | -272.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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