+19.9%
XBI vs SONY
+9.6%
+10.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | -4.6% | -2.7% | -2.0% | -3.6% |
| 30D | -2.0% | +1.5% | -3.5% | -2.9% |
| 3M | +17.8% | +13.0% | +4.8% | +10.5% |
| 6M | +23.7% | +11.2% | +12.5% | +16.2% |
| YTD | +28.2% | -6.6% | +34.9% | +30.5% |
| 1Y | +64.0% | -18.1% | +82.1% | +77.1% |
| 3Y | +99.4% | +42.1% | +57.3% | +52.4% |
| All | +19.9% | +9.6% | +10.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling