-61.2%
ADBE vs XLB
+35.6%
-96.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | -10.1% | -0.2% | -9.8% | -9.9% |
| 30D | -3.0% | -1.7% | -1.3% | -1.9% |
| 3M | +5.0% | +4.4% | +0.7% | +1.3% |
| 6M | -9.3% | +5.0% | -14.3% | -13.6% |
| YTD | -26.5% | +15.5% | -42.0% | -35.9% |
| 1Y | -28.3% | +14.9% | -43.2% | -37.2% |
| 3Y | -54.1% | +34.5% | -88.6% | -65.8% |
| 5Y | -61.2% | +36.5% | -97.8% | -71.4% |
| All | -61.2% | +35.6% | -96.9% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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