-11.2%
XHB vs SONY
-10.8%
-0.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | -6.9% | +9.4% | -16.3% | -8.6% |
| 3M | -1.3% | +10.5% | -11.7% | -3.7% |
| 6M | -6.8% | +11.7% | -18.5% | -10.0% |
| YTD | +0.7% | -4.1% | +4.8% | 0.0% |
| 1Y | -11.2% | -11.8% | +0.5% | -10.0% |
| All | -11.2% | -10.8% | -0.4% | -10.0% |
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