-25.9%
ADBE vs XLF
+15.8%
-41.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.6% | -1.9% |
| 7D | -0.5% | +5.5% | -6.0% | -4.9% |
| 30D | +4.1% | +9.9% | -5.8% | -3.7% |
| 3M | -3.5% | +2.6% | -6.1% | -5.6% |
| 6M | -2.2% | +15.6% | -17.7% | -12.2% |
| YTD | -29.0% | +9.4% | -38.4% | -33.2% |
| 1Y | -25.9% | +14.7% | -40.6% | -33.1% |
| All | -25.9% | +15.8% | -41.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling