+1,455.3%
XLK vs SONY
+298.0%
+1,157.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -0.4% | -5.8% | +5.4% | +1.8% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +5.0% | +13.3% | -8.3% | -0.8% |
| 6M | +32.9% | +8.5% | +24.4% | +27.3% |
| YTD | +29.0% | -8.1% | +37.1% | +31.2% |
| 1Y | +37.8% | -17.9% | +55.7% | +45.9% |
| 3Y | +118.7% | +41.4% | +77.2% | +84.1% |
| 5Y | +145.6% | +9.3% | +136.3% | +126.2% |
| 10Y | +791.5% | +283.0% | +508.5% | +405.1% |
| All | +1,455.3% | +298.0% | +1,157.3% | +566.6% |
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