+535.4%
ADBE vs SPYG
+561.6%
-26.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | -10.1% | +1.2% | -11.3% | -11.2% |
| 30D | -3.0% | -1.6% | -1.4% | -1.3% |
| 3M | +5.0% | +3.4% | +1.6% | -0.3% |
| 6M | -9.3% | +18.9% | -28.2% | -27.1% |
| YTD | -26.5% | +13.8% | -40.3% | -38.1% |
| 1Y | -28.3% | +20.6% | -48.9% | -43.9% |
| 3Y | -54.1% | +100.5% | -154.6% | -80.4% |
| 5Y | -61.2% | +84.6% | -145.8% | -81.2% |
| 10Y | +152.5% | +410.8% | -258.3% | -58.9% |
| All | +535.4% | +561.6% | -26.2% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling