+120.4%
XLK vs SONY
+42.2%
+78.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -0.6% | +1.5% | -2.2% | -1.2% |
| 3M | +2.6% | +13.0% | -10.4% | -1.9% |
| 6M | +34.0% | +11.2% | +22.8% | +28.4% |
| YTD | +30.7% | -6.6% | +37.3% | +32.9% |
| 1Y | +39.2% | -18.1% | +57.3% | +48.1% |
| 3Y | +120.4% | +42.1% | +78.3% | +90.9% |
| All | +120.4% | +42.2% | +78.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling