-52.4%
ADBE vs STT
+207.6%
-260.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -8.6% | +0.5% | -9.1% | -8.7% |
| 30D | +2.8% | +3.9% | -1.1% | +1.7% |
| 3M | +3.1% | +20.0% | -16.8% | -2.4% |
| 6M | -2.4% | +55.3% | -57.7% | -15.5% |
| YTD | -23.9% | +53.3% | -77.2% | -33.9% |
| 1Y | -22.6% | +74.7% | -97.3% | -35.9% |
| All | -52.4% | +207.6% | -260.0% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling