+226.8%
XME vs SONY
+225.0%
+1.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -3.0% | -5.8% | +2.7% | -0.3% |
| 30D | -2.6% | -0.4% | -2.2% | -2.7% |
| 3M | +2.2% | +13.3% | -11.1% | -5.1% |
| 6M | +0.7% | +8.5% | -7.8% | -4.6% |
| YTD | +10.9% | -8.1% | +19.0% | +13.8% |
| 1Y | +35.7% | -17.9% | +53.6% | +46.6% |
| 3Y | +127.1% | +41.4% | +85.7% | +80.2% |
| 5Y | +168.5% | +9.3% | +159.2% | +137.5% |
| 10Y | +416.9% | +283.0% | +133.9% | +123.7% |
| All | +226.8% | +225.0% | +1.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling