+128.8%
XLP vs SONY
+376.6%
-247.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.1% | +6.1% | -6.0% | -1.1% |
| 30D | +8.9% | +12.2% | -3.2% | +6.6% |
| 3M | +7.5% | +15.3% | -7.9% | +4.6% |
| 6M | +9.4% | +34.3% | -24.9% | +3.3% |
| YTD | +19.3% | +5.7% | +13.6% | +17.4% |
| 1Y | +21.7% | -2.3% | +24.1% | +21.5% |
| 3Y | +44.0% | +67.1% | -23.2% | +26.9% |
| 5Y | +42.8% | +13.0% | +29.8% | +35.0% |
| 10Y | +128.8% | +372.1% | -243.3% | +59.9% |
| All | +128.8% | +376.6% | -247.9% | +59.9% |
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 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