-55.3%
ADBE vs XLY
+35.2%
-90.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | -5.4% | -1.7% | -3.7% | -4.3% |
| 30D | -2.5% | -4.2% | +1.7% | +0.2% |
| 3M | +15.3% | -2.7% | +18.0% | +17.2% |
| 6M | -7.8% | -0.6% | -7.2% | -8.2% |
| YTD | -27.9% | -5.0% | -22.9% | -25.9% |
| 1Y | -28.0% | -4.1% | -24.0% | -26.7% |
| 3Y | -55.3% | +33.6% | -88.9% | -63.9% |
| All | -55.3% | +35.2% | -90.5% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling