-61.2%
ADBE vs STT
+150.3%
-211.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.0% |
| 7D | -10.1% | +2.2% | -12.3% | -10.8% |
| 30D | -3.0% | +3.9% | -6.9% | -4.5% |
| 3M | +5.0% | +19.2% | -14.2% | -2.6% |
| 6M | -9.3% | +60.4% | -69.7% | -25.9% |
| YTD | -26.5% | +51.5% | -78.0% | -38.7% |
| 1Y | -28.3% | +76.3% | -104.6% | -44.0% |
| 3Y | -54.1% | +200.7% | -254.8% | -72.2% |
| 5Y | -61.2% | +157.5% | -218.7% | -76.5% |
| All | -61.2% | +150.3% | -211.5% | -76.5% |
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