+8,232.7%
ADBE vs STRL
+10,012.8%
-1,780.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.1% |
| 7D | -4.4% | -26.9% | +22.5% | -3.2% |
| 30D | +2.8% | -52.7% | +55.5% | +6.0% |
| 3M | -8.0% | -52.8% | +44.8% | -5.4% |
| 6M | -4.3% | -71.5% | +67.1% | 0.0% |
| YTD | -31.6% | -17.4% | -14.2% | -33.0% |
| 1Y | -26.9% | -35.0% | +8.1% | -27.6% |
| 3Y | -57.7% | +239.2% | -296.9% | -62.1% |
| 5Y | -63.9% | +830.2% | -894.1% | -69.4% |
| 10Y | +125.3% | +3,574.7% | -3,449.4% | +75.7% |
| All | +8,232.7% | +10,012.8% | -1,780.1% | +5,040.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling