-63.2%
ADBE vs XLP
+44.5%
-107.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.9% |
| 7D | +1.6% | +2.5% | -0.9% | -0.3% |
| 30D | +1.0% | +7.3% | -6.3% | -4.1% |
| 3M | -10.1% | +8.1% | -18.2% | -15.1% |
| 6M | +3.0% | +10.5% | -7.5% | -4.0% |
| YTD | -30.5% | +21.2% | -51.7% | -40.4% |
| 1Y | -27.1% | +22.7% | -49.9% | -38.1% |
| 3Y | -58.8% | +44.8% | -103.6% | -70.6% |
| All | -63.2% | +44.5% | -107.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling