+35.1%
XLB vs SONY
+8.4%
+26.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.9% | -4.9% | +2.0% | -1.6% |
| 30D | -3.4% | -1.6% | -1.8% | -3.0% |
| 3M | +1.6% | +10.0% | -8.4% | -1.6% |
| 6M | +3.6% | +8.4% | -4.8% | +0.4% |
| YTD | +14.2% | -8.4% | +22.7% | +16.5% |
| 1Y | +15.6% | -18.4% | +33.9% | +21.7% |
| 3Y | +33.1% | +41.0% | -7.9% | +14.6% |
| All | +35.1% | +8.4% | +26.7% | +21.7% |
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 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