+1.9%
XLRE vs SONY
+8.4%
-6.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -2.7% | -5.8% | +3.1% | -2.2% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | -3.5% | +13.3% | -16.8% | -4.6% |
| 6M | +1.9% | +8.5% | -6.6% | +1.4% |
| All | +1.9% | +8.4% | -6.6% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling