-52.8%
ADBE vs XLP
+27.4%
-80.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | -8.6% | -1.0% | -7.6% | -8.1% |
| 30D | +2.8% | -0.9% | +3.7% | +3.2% |
| 3M | +3.1% | +3.8% | -0.7% | +2.1% |
| 6M | -2.4% | -1.7% | -0.7% | -1.3% |
| YTD | -23.9% | +10.3% | -34.1% | -27.9% |
| 1Y | -22.6% | +7.8% | -30.4% | -25.7% |
| All | -52.8% | +27.4% | -80.2% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling