+1,024.7%
XLE vs SONY
+315.6%
+709.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +11.8% | +9.4% | +2.3% | +8.8% |
| 3M | +9.8% | +10.5% | -0.7% | +6.2% |
| 6M | +15.6% | +11.7% | +3.9% | +10.9% |
| YTD | +45.3% | -4.1% | +49.3% | +45.4% |
| 1Y | +48.3% | -11.8% | +60.1% | +51.6% |
| 3Y | +55.4% | +45.9% | +9.5% | +33.9% |
| 5Y | +216.1% | +16.3% | +199.8% | +185.8% |
| 10Y | +178.4% | +297.6% | -119.2% | +71.7% |
| All | +1,024.7% | +315.6% | +709.2% | +415.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling