+34.1%
XLP vs SONY
+16.3%
+17.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | -0.9% | +9.4% | -10.3% | -2.0% |
| 3M | +3.8% | +10.5% | -6.7% | +2.4% |
| 6M | -1.7% | +11.7% | -13.4% | -3.3% |
| YTD | +10.3% | -4.1% | +14.3% | +10.4% |
| 1Y | +7.8% | -11.8% | +19.6% | +8.8% |
| 3Y | +27.2% | +45.9% | -18.7% | +19.2% |
| All | +34.1% | +16.3% | +17.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling