+821.1%
XLB vs SONY
+358.0%
+463.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +0.5% | +0.3% | +0.3% | +0.4% |
| 30D | +5.2% | +11.1% | -6.0% | +1.7% |
| 3M | +0.3% | +14.7% | -14.3% | -4.0% |
| 6M | +1.2% | +18.8% | -17.6% | -4.7% |
| YTD | +16.6% | +5.7% | +10.9% | +13.4% |
| 1Y | +21.4% | -8.1% | +29.5% | +23.0% |
| 3Y | +43.2% | +64.0% | -20.8% | +19.3% |
| 5Y | +28.0% | +12.6% | +15.4% | +17.7% |
| 10Y | +164.8% | +373.8% | -209.1% | +54.7% |
| All | +821.1% | +358.0% | +463.0% | +375.5% |
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