+143.7%
XLC vs SONY
+160.1%
-16.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | +0.5% | -2.7% | +3.2% | +1.6% |
| 30D | +2.1% | +1.5% | +0.6% | +1.4% |
| 3M | +0.7% | +13.0% | -12.3% | -4.5% |
| 6M | -3.2% | +11.2% | -14.4% | -8.1% |
| YTD | -3.8% | -6.6% | +2.8% | -2.2% |
| 1Y | -2.0% | -18.1% | +16.1% | +4.8% |
| 3Y | +71.4% | +42.1% | +29.3% | +38.7% |
| 5Y | +40.7% | +11.0% | +29.6% | +24.7% |
| All | +143.7% | +160.1% | -16.4% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling