+225.7%
XLE vs SONY
+11.4%
+214.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.9% |
| 7D | 0.0% | -5.2% | +5.2% | +1.0% |
| 30D | +12.6% | +0.3% | +12.3% | +12.5% |
| 3M | +11.8% | +6.2% | +5.6% | +10.3% |
| 6M | +16.1% | +9.5% | +6.5% | +13.4% |
| YTD | +46.9% | -8.1% | +55.0% | +49.0% |
| 1Y | +53.3% | -17.9% | +71.2% | +59.3% |
| 3Y | +54.9% | +41.5% | +13.4% | +39.8% |
| 5Y | +225.7% | +11.8% | +213.9% | +195.8% |
| All | +225.7% | +11.4% | +214.3% | +195.8% |
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