-22.6%
ADBE vs XLY
-0.5%
-22.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.1% |
| 7D | -8.6% | -2.0% | -6.6% | -7.8% |
| 30D | +2.8% | -3.1% | +5.9% | +4.2% |
| 3M | +3.1% | -1.8% | +4.9% | +3.9% |
| 6M | -2.4% | -0.9% | -1.5% | -2.2% |
| YTD | -23.9% | -3.4% | -20.5% | -22.3% |
| 1Y | -22.6% | -1.5% | -21.1% | -21.6% |
| All | -22.6% | -0.5% | -22.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling