+64.0%
XBI vs SONY
-16.9%
+80.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.6% | -2.7% | -2.0% | -4.3% |
| 30D | -2.0% | +1.5% | -3.5% | -2.3% |
| 3M | +17.8% | +13.0% | +4.8% | +14.9% |
| 6M | +23.7% | +11.2% | +12.5% | +19.9% |
| YTD | +28.2% | -6.6% | +34.9% | +27.9% |
| 1Y | +64.0% | -18.1% | +82.1% | +69.7% |
| All | +64.0% | -16.9% | +80.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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