-22.6%
ADBE vs XLP
+7.6%
-30.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -8.6% | -1.0% | -7.6% | -8.2% |
| 30D | +2.8% | -0.9% | +3.7% | +3.1% |
| 3M | +3.1% | +3.8% | -0.7% | +4.1% |
| 6M | -2.4% | -1.7% | -0.7% | -1.5% |
| YTD | -23.9% | +10.3% | -34.1% | -25.8% |
| 1Y | -22.6% | +7.8% | -30.4% | -24.2% |
| All | -22.6% | +7.6% | -30.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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