+148.0%
ADBE vs XLI
+256.6%
-108.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.8% |
| 7D | -12.9% | -2.3% | -10.6% | -11.4% |
| 30D | -5.6% | -8.2% | +2.5% | +0.4% |
| 3M | +6.6% | +0.8% | +5.8% | +4.7% |
| 6M | -9.6% | +0.8% | -10.4% | -12.3% |
| YTD | -28.9% | +10.5% | -39.4% | -36.5% |
| 1Y | -28.9% | +14.1% | -43.1% | -38.3% |
| 3Y | -55.6% | +68.6% | -124.2% | -72.4% |
| 5Y | -62.2% | +80.4% | -142.6% | -77.5% |
| All | +148.0% | +256.6% | -108.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling