+910.3%
XBI vs SONY
+183.8%
+726.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -4.6% | -5.8% | +1.2% | -2.6% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +21.8% | +13.3% | +8.5% | +15.7% |
| 6M | +23.2% | +8.5% | +14.7% | +18.4% |
| YTD | +28.7% | -8.1% | +36.9% | +31.0% |
| 1Y | +67.8% | -17.9% | +85.7% | +77.1% |
| 3Y | +100.6% | +41.4% | +59.2% | +70.2% |
| 5Y | +19.8% | +9.3% | +10.5% | +11.1% |
| 10Y | +159.7% | +283.0% | -123.3% | +56.9% |
| All | +910.3% | +183.8% | +726.4% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling