+7.2%
XLP vs SONY
-16.9%
+24.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | -1.4% | -5.2% | +3.7% | -0.9% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | +1.8% | +6.2% | -4.4% | +1.0% |
| 6M | -0.8% | +9.5% | -10.4% | -1.9% |
| YTD | +9.5% | -8.1% | +17.6% | +8.7% |
| 1Y | +7.2% | -17.9% | +25.1% | +6.5% |
| All | +7.2% | -16.9% | +24.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling