+43.2%
XLB vs SONY
+63.5%
-20.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +5.2% | +11.1% | -6.0% | +2.8% |
| 3M | +0.3% | +14.7% | -14.3% | -2.7% |
| 6M | +1.2% | +18.8% | -17.6% | -2.7% |
| YTD | +16.6% | +5.7% | +10.9% | +14.7% |
| 1Y | +21.4% | -8.1% | +29.5% | +23.2% |
| 3Y | +43.2% | +64.0% | -20.8% | +31.3% |
| All | +43.2% | +63.5% | -20.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling