-55.9%
ADBE vs XLF
+73.0%
-129.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.1% |
| 7D | -12.9% | -2.9% | -10.0% | -10.9% |
| 30D | -5.6% | -1.6% | -4.0% | -4.4% |
| 3M | +6.6% | +9.3% | -2.6% | -0.1% |
| 6M | -9.6% | +14.6% | -24.1% | -18.2% |
| YTD | -28.9% | +4.7% | -33.6% | -31.3% |
| 1Y | -28.9% | +8.6% | -37.6% | -33.2% |
| All | -55.9% | +73.0% | -129.0% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling