+50.3%
XLE vs SONY
-18.6%
+68.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.5% | -5.8% | +6.2% | +0.7% |
| 30D | +6.6% | -0.4% | +6.9% | +6.5% |
| 3M | +12.3% | +13.3% | -1.0% | +11.7% |
| 6M | +18.4% | +8.5% | +9.9% | +18.6% |
| YTD | +47.2% | -8.1% | +55.4% | +51.4% |
| 1Y | +50.3% | -17.9% | +68.2% | +58.2% |
| All | +50.3% | -18.6% | +68.8% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling