+4,279.1%
ADBE vs XLF
+408.1%
+3,870.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.2% |
| 7D | -12.9% | -2.9% | -10.0% | -11.2% |
| 30D | -5.6% | -1.6% | -4.0% | -4.6% |
| 3M | +6.6% | +9.3% | -2.6% | +0.7% |
| 6M | -9.6% | +14.6% | -24.1% | -17.1% |
| YTD | -28.9% | +4.7% | -33.6% | -31.0% |
| 1Y | -28.9% | +8.6% | -37.6% | -32.6% |
| 3Y | -55.6% | +73.9% | -129.4% | -68.9% |
| 5Y | -62.2% | +65.0% | -127.3% | -72.5% |
| 10Y | +150.4% | +250.4% | -100.0% | +7.7% |
| All | +4,279.1% | +408.1% | +3,870.9% | +1,164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling