+552.8%
XLP vs SONY
+356.9%
+195.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | +0.7% | +6.7% | -6.0% | -0.3% |
| 30D | +10.3% | +14.8% | -4.5% | +8.0% |
| 3M | +6.5% | +16.9% | -10.3% | +4.0% |
| 6M | +8.4% | +30.2% | -21.9% | +3.9% |
| YTD | +18.2% | +5.5% | +12.7% | +16.7% |
| 1Y | +22.4% | -4.6% | +27.0% | +22.6% |
| 3Y | +41.9% | +57.2% | -15.3% | +30.1% |
| 5Y | +40.9% | +12.1% | +28.8% | +34.5% |
| 10Y | +128.4% | +361.6% | -233.2% | +73.7% |
| All | +552.8% | +356.9% | +195.9% | +287.6% |
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