+508.9%
XLP vs SONY
+315.6%
+193.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.0% | -1.2% | +0.1% | -0.8% |
| 30D | -0.9% | +9.4% | -10.3% | -2.2% |
| 3M | +3.8% | +10.5% | -6.7% | +2.1% |
| 6M | -1.7% | +11.7% | -13.4% | -3.7% |
| YTD | +10.3% | -4.1% | +14.3% | +10.5% |
| 1Y | +7.8% | -11.8% | +19.6% | +9.1% |
| 3Y | +27.2% | +45.9% | -18.7% | +18.0% |
| 5Y | +32.5% | +16.3% | +16.2% | +25.7% |
| 10Y | +101.8% | +297.6% | -195.8% | +56.9% |
| All | +508.9% | +315.6% | +193.4% | +266.9% |
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 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