+169.4%
XLV vs SONY
+293.1%
-123.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -3.6% | -2.7% | -0.9% | -2.9% |
| 30D | -1.8% | +1.5% | -3.4% | -2.3% |
| 3M | +7.8% | +13.0% | -5.2% | +4.3% |
| 6M | +9.1% | +11.2% | -2.1% | +5.7% |
| YTD | +7.7% | -6.6% | +14.4% | +8.9% |
| 1Y | +20.4% | -18.1% | +38.5% | +25.4% |
| 3Y | +30.8% | +42.1% | -11.3% | +15.6% |
| 5Y | +34.6% | +11.0% | +23.6% | +24.9% |
| All | +169.4% | +293.1% | -123.7% | +85.5% |
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