+135.9%
XLU vs SONY
+293.1%
-157.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -3.3% | +1.5% | -4.8% | -3.6% |
| 3M | -3.2% | +13.0% | -16.2% | -5.5% |
| 6M | -7.0% | +11.2% | -18.2% | -9.2% |
| YTD | +0.6% | -6.6% | +7.3% | +1.4% |
| 1Y | +2.4% | -18.1% | +20.6% | +5.6% |
| 3Y | +46.3% | +42.1% | +4.2% | +33.3% |
| 5Y | +44.0% | +11.0% | +32.9% | +35.3% |
| All | +135.9% | +293.1% | -157.2% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling