+2,502.1%
SOXX vs ADBE
+1,065.2%
+1,436.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -1.5% |
| 7D | +3.0% | -12.9% | +16.0% | +10.1% |
| 30D | -3.1% | -5.6% | +2.5% | -1.2% |
| 3M | -4.4% | +6.6% | -11.0% | -11.6% |
| 6M | +52.9% | -9.6% | +62.4% | +50.6% |
| YTD | +72.0% | -28.9% | +100.9% | +90.2% |
| 1Y | +105.1% | -28.9% | +134.0% | +125.2% |
| 3Y | +220.6% | -55.6% | +276.2% | +332.8% |
| 5Y | +244.8% | -62.2% | +307.0% | +394.7% |
| 10Y | +1,537.1% | +150.4% | +1,386.8% | +747.6% |
| All | +2,502.1% | +1,065.2% | +1,436.9% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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