+179.2%
XLE vs SONY
+373.2%
-194.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.5% |
| 7D | +5.4% | +0.3% | +5.2% | +5.3% |
| 30D | -3.9% | +11.1% | -15.1% | -7.2% |
| 3M | +7.0% | +14.7% | -7.6% | +2.2% |
| 6M | +14.2% | +18.8% | -4.6% | +7.4% |
| YTD | +48.2% | +5.7% | +42.4% | +43.9% |
| 1Y | +47.7% | -8.1% | +55.7% | +50.2% |
| 3Y | +70.0% | +64.0% | +6.0% | +37.5% |
| 5Y | +169.1% | +12.6% | +156.5% | +145.1% |
| All | +179.2% | +373.2% | -194.0% | +62.0% |
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