+158.1%
XLE vs SONY
+12.1%
+146.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -6.7% | +5.2% | -11.9% | -7.6% |
| 30D | -4.4% | +10.7% | -15.1% | -6.3% |
| 3M | +4.0% | +12.1% | -8.1% | +1.6% |
| 6M | +13.2% | +32.6% | -19.4% | +6.7% |
| YTD | +41.9% | +4.3% | +37.6% | +40.4% |
| 1Y | +41.6% | -4.5% | +46.1% | +42.8% |
| 3Y | +64.0% | +56.9% | +7.1% | +45.9% |
| 5Y | +158.1% | +12.5% | +145.6% | +132.2% |
| All | +158.1% | +12.1% | +146.0% | +132.2% |
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 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