+4,950.0%
ADBE vs SRE
+1,525.5%
+3,424.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | +2.8% | -0.7% | +3.5% | +2.8% |
| 3M | +3.1% | -6.3% | +9.4% | +5.4% |
| 6M | -2.4% | -10.7% | +8.2% | +0.9% |
| YTD | -23.9% | -3.5% | -20.4% | -24.1% |
| 1Y | -22.6% | +5.3% | -27.9% | -26.0% |
| 3Y | -52.7% | +31.8% | -84.5% | -60.5% |
| 5Y | -60.0% | +47.4% | -107.4% | -68.7% |
| 10Y | +157.3% | +120.6% | +36.8% | +55.5% |
| All | +4,950.0% | +1,525.5% | +3,424.4% | +1,081.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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