+102.9%
XLP vs SONY
+271.8%
-168.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.1% |
| 7D | -1.4% | -5.2% | +3.7% | -0.5% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +1.8% | +6.2% | -4.4% | +0.5% |
| 6M | -0.8% | +9.5% | -10.4% | -2.9% |
| YTD | +9.5% | -8.1% | +17.6% | +10.7% |
| 1Y | +7.2% | -17.9% | +25.1% | +10.4% |
| 3Y | +27.1% | +41.5% | -14.4% | +15.5% |
| 5Y | +32.0% | +11.8% | +20.2% | +23.9% |
| 10Y | +102.9% | +275.4% | -172.5% | +46.6% |
| All | +102.9% | +271.8% | -168.9% | +46.6% |
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 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