-54.1%
ADBE vs STRL
+531.3%
-585.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -3.4% |
| 7D | -10.1% | +10.1% | -20.2% | -9.9% |
| 30D | -3.0% | -8.2% | +5.2% | -3.1% |
| 3M | +5.0% | -43.7% | +48.7% | +5.5% |
| 6M | -9.3% | +27.1% | -36.4% | -12.8% |
| YTD | -26.5% | +64.0% | -90.5% | -30.9% |
| 1Y | -28.3% | +75.2% | -103.4% | -33.7% |
| 3Y | -54.1% | +539.9% | -594.0% | -63.9% |
| All | -54.1% | +531.3% | -585.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling