+215.2%
XLY vs SONY
+293.1%
-77.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | -1.7% | -2.7% | +1.0% | -0.7% |
| 30D | -4.2% | +1.5% | -5.7% | -4.9% |
| 3M | -2.7% | +13.0% | -15.7% | -7.7% |
| 6M | -0.6% | +11.2% | -11.9% | -5.7% |
| YTD | -5.0% | -6.6% | +1.6% | -3.5% |
| 1Y | -4.1% | -18.1% | +14.0% | +2.5% |
| 3Y | +33.6% | +42.1% | -8.5% | +10.0% |
| 5Y | +28.7% | +11.0% | +17.7% | +15.7% |
| All | +215.2% | +293.1% | -77.9% | +91.1% |
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