+142.5%
XLC vs SONY
+167.3%
-24.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -0.8% | -1.2% | +0.3% | -0.4% |
| 30D | +1.0% | +9.4% | -8.4% | -2.6% |
| 3M | -0.7% | +10.5% | -11.2% | -5.0% |
| 6M | -5.1% | +11.7% | -16.8% | -10.1% |
| YTD | -4.3% | -4.1% | -0.2% | -3.7% |
| 1Y | -0.6% | -11.8% | +11.2% | +3.0% |
| 3Y | +72.7% | +45.9% | +26.8% | +38.3% |
| 5Y | +38.0% | +16.3% | +21.7% | +19.9% |
| All | +142.5% | +167.3% | -24.8% | +39.4% |
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