-59.6%
ADBE vs XLP
+43.4%
-102.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +1.0% | +8.2% | -7.2% | -2.8% |
| 3M | -7.8% | +7.7% | -15.5% | -11.1% |
| 6M | -1.0% | +9.3% | -10.3% | -4.7% |
| YTD | -31.8% | +19.5% | -51.3% | -37.6% |
| 1Y | -29.2% | +21.0% | -50.2% | -35.7% |
| All | -59.6% | +43.4% | -102.9% | -66.3% |
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