+129.2%
ADBE vs STT
+203.9%
-74.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | -0.2% | -0.4% | +0.2% | -0.3% |
| 3M | -9.9% | -6.5% | -3.4% | -8.1% |
| 6M | -3.5% | +17.2% | -20.7% | -9.8% |
| YTD | -32.1% | +38.2% | -70.3% | -40.6% |
| 1Y | -28.7% | +49.3% | -78.0% | -39.4% |
| 3Y | -60.2% | +181.9% | -242.1% | -73.7% |
| 5Y | -63.1% | +106.9% | -170.0% | -73.5% |
| 10Y | +129.2% | +203.1% | -74.0% | +42.4% |
| All | +129.2% | +203.9% | -74.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling