+126.6%
XME vs SONY
+40.0%
+86.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -3.0% | -5.8% | +2.7% | -1.3% |
| 30D | -2.6% | -0.4% | -2.2% | -2.7% |
| 3M | +2.2% | +13.3% | -11.1% | -2.8% |
| 6M | +0.7% | +8.5% | -7.8% | -2.9% |
| YTD | +10.9% | -8.1% | +19.0% | +12.9% |
| 1Y | +35.7% | -17.9% | +53.6% | +43.2% |
| All | +126.6% | +40.0% | +86.6% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling