+178.5%
XLE vs SONY
+285.5%
-107.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.3% | -4.9% | +5.2% | +1.8% |
| 30D | +8.5% | -1.6% | +10.1% | +8.9% |
| 3M | +14.6% | +10.0% | +4.6% | +10.7% |
| 6M | +17.6% | +8.4% | +9.1% | +13.5% |
| YTD | +48.1% | -8.4% | +56.5% | +50.8% |
| 1Y | +53.8% | -18.4% | +72.1% | +62.0% |
| 3Y | +56.2% | +41.0% | +15.3% | +32.5% |
| 5Y | +227.7% | +9.3% | +218.5% | +197.6% |
| All | +178.5% | +285.5% | -107.0% | +73.0% |
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