-64.1%
ADBE vs STRL
+779.4%
-843.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.0% |
| 7D | -4.4% | -26.9% | +22.5% | -3.8% |
| 30D | +2.8% | -52.7% | +55.5% | +4.7% |
| 3M | -8.0% | -52.8% | +44.8% | -6.5% |
| 6M | -4.3% | -71.5% | +67.1% | -0.6% |
| YTD | -31.6% | -17.4% | -14.2% | -38.2% |
| 1Y | -26.9% | -35.0% | +8.1% | -31.9% |
| 3Y | -57.7% | +239.2% | -296.9% | -73.3% |
| All | -64.1% | +779.4% | -843.4% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling