+108.1%
XLRE vs SONY
+382.4%
-274.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | -2.4% | +1.5% | -3.9% | -2.9% |
| 3M | -2.5% | +13.0% | -15.5% | -5.9% |
| 6M | +4.0% | +11.2% | -7.2% | +0.4% |
| YTD | +9.3% | -6.6% | +15.9% | +10.4% |
| 1Y | +5.6% | -18.1% | +23.7% | +10.2% |
| 3Y | +31.3% | +42.1% | -10.8% | +15.4% |
| 5Y | +9.5% | +11.0% | -1.5% | +0.9% |
| 10Y | +89.0% | +289.2% | -200.2% | +29.6% |
| All | +108.1% | +382.4% | -274.3% | +40.3% |
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