-54.1%
ADBE vs XLC
+72.7%
-126.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -10.1% | +0.6% | -10.7% | -10.5% |
| 30D | -3.0% | +0.2% | -3.2% | -3.2% |
| 3M | +5.0% | +0.6% | +4.4% | +4.5% |
| 6M | -9.3% | -4.5% | -4.8% | -5.5% |
| YTD | -26.5% | -4.7% | -21.8% | -23.2% |
| 1Y | -28.3% | -1.7% | -26.6% | -27.3% |
| 3Y | -54.1% | +72.3% | -126.4% | -73.5% |
| All | -54.1% | +72.7% | -126.8% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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