+120.2%
ADBE vs XLP
+126.4%
-6.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -1.8% |
| 7D | -4.4% | +0.7% | -5.1% | -5.0% |
| 30D | +2.8% | +10.3% | -7.5% | -5.7% |
| 3M | -8.0% | +6.5% | -14.6% | -13.0% |
| 6M | -4.3% | +8.4% | -12.7% | -10.8% |
| YTD | -31.6% | +18.2% | -49.8% | -41.8% |
| 1Y | -26.9% | +22.4% | -49.3% | -39.8% |
| 3Y | -57.7% | +41.9% | -99.6% | -70.3% |
| 5Y | -63.9% | +40.9% | -104.8% | -74.5% |
| All | +120.2% | +126.4% | -6.2% | +2.5% |
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