+151.4%
ADBE vs SPYM
+325.3%
-173.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.3% |
| 7D | -5.4% | -0.8% | -4.6% | -4.4% |
| 30D | -2.5% | -1.1% | -1.4% | -1.1% |
| 3M | +15.3% | +3.9% | +11.4% | +9.6% |
| 6M | -7.8% | +13.6% | -21.5% | -22.1% |
| YTD | -27.9% | +12.7% | -40.7% | -38.6% |
| 1Y | -28.0% | +17.6% | -45.6% | -42.0% |
| 3Y | -55.3% | +77.2% | -132.6% | -78.8% |
| 5Y | -61.7% | +84.1% | -145.9% | -82.1% |
| All | +151.4% | +325.3% | -173.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling