+412.9%
XLF vs SONY
+296.6%
+116.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | -4.9% | +3.9% | +0.7% |
| 30D | -1.3% | -1.6% | +0.3% | -0.8% |
| 3M | +9.1% | +10.0% | -0.8% | +5.0% |
| 6M | +14.4% | +8.4% | +5.9% | +10.1% |
| YTD | +5.1% | -8.4% | +13.5% | +7.1% |
| 1Y | +8.6% | -18.4% | +27.0% | +14.8% |
| 3Y | +74.4% | +41.0% | +33.5% | +47.8% |
| 5Y | +64.4% | +9.3% | +55.1% | +49.8% |
| 10Y | +251.6% | +281.7% | -30.1% | +95.9% |
| All | +412.9% | +296.6% | +116.3% | +106.5% |
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