+402.6%
XME vs SONY
+293.1%
+109.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | -4.2% | -2.7% | -1.5% | -3.2% |
| 30D | -2.7% | +1.5% | -4.2% | -3.6% |
| 3M | -3.9% | +13.0% | -16.9% | -9.7% |
| 6M | -1.0% | +11.2% | -12.2% | -6.5% |
| YTD | +9.8% | -6.6% | +16.5% | +11.7% |
| 1Y | +32.5% | -18.1% | +50.7% | +42.2% |
| 3Y | +124.3% | +42.1% | +82.3% | +83.4% |
| 5Y | +165.8% | +11.0% | +154.8% | +136.5% |
| All | +402.6% | +293.1% | +109.6% | +182.1% |
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