+1,111.5%
XLI vs SONY
+298.1%
+813.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.7% |
| 7D | +1.0% | -5.2% | +6.1% | +2.5% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | +0.7% | +6.2% | -5.5% | -1.6% |
| 6M | +3.2% | +9.5% | -6.4% | -0.4% |
| YTD | +13.0% | -8.1% | +21.1% | +14.8% |
| 1Y | +16.8% | -17.9% | +34.7% | +22.2% |
| 3Y | +72.4% | +41.5% | +30.9% | +50.4% |
| 5Y | +82.8% | +11.8% | +70.9% | +68.1% |
| 10Y | +252.4% | +275.4% | -23.0% | +120.5% |
| All | +1,111.5% | +298.1% | +813.4% | +527.1% |
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