+158.7%
ADBE vs XLP
+101.7%
+57.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.0% |
| 7D | -8.6% | -1.0% | -7.6% | -7.7% |
| 30D | +2.8% | -0.9% | +3.7% | +3.6% |
| 3M | +3.1% | +3.8% | -0.7% | +0.1% |
| 6M | -2.4% | -1.7% | -0.7% | -1.2% |
| YTD | -23.9% | +10.3% | -34.1% | -31.1% |
| 1Y | -22.6% | +7.8% | -30.4% | -28.5% |
| 3Y | -52.7% | +27.2% | -79.9% | -63.3% |
| 5Y | -60.0% | +32.5% | -92.5% | -70.2% |
| All | +158.7% | +101.7% | +57.0% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling