+37.6%
XLC vs SONY
+9.8%
+27.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | -4.9% | +3.5% | +0.3% |
| 30D | -0.9% | -1.6% | +0.7% | -0.4% |
| 3M | -0.3% | +10.0% | -10.3% | -4.0% |
| 6M | -5.2% | +8.4% | -13.6% | -8.6% |
| YTD | -5.3% | -8.4% | +3.1% | -3.0% |
| 1Y | -2.8% | -18.4% | +15.5% | +3.5% |
| 3Y | +71.2% | +41.0% | +30.2% | +40.6% |
| 5Y | +37.6% | +9.3% | +28.3% | +21.3% |
| All | +37.6% | +9.8% | +27.8% | +21.3% |
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 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