+253.9%
XLI vs SONY
+293.1%
-39.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -1.7% | -2.7% | +1.0% | -0.8% |
| 30D | -7.3% | +1.5% | -8.8% | -7.8% |
| 3M | -1.3% | +13.0% | -14.3% | -5.7% |
| 6M | +2.2% | +11.2% | -9.0% | -2.1% |
| YTD | +11.7% | -6.6% | +18.3% | +13.1% |
| 1Y | +14.3% | -18.1% | +32.4% | +20.4% |
| 3Y | +70.3% | +42.1% | +28.3% | +45.1% |
| 5Y | +82.3% | +11.0% | +71.3% | +65.7% |
| All | +253.9% | +293.1% | -39.2% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling