-64.1%
ADBE vs STT
+100.0%
-164.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.5% |
| 30D | +2.8% | -5.0% | +7.8% | +4.6% |
| 3M | -8.0% | -10.5% | +2.4% | -4.6% |
| 6M | -4.3% | +10.0% | -14.4% | -9.3% |
| YTD | -31.6% | +30.7% | -62.3% | -40.1% |
| 1Y | -26.9% | +43.8% | -70.7% | -38.6% |
| 3Y | -57.7% | +168.1% | -225.8% | -73.7% |
| All | -64.1% | +100.0% | -164.1% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling