+119.9%
XRT vs SONY
+286.8%
-166.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.6% | -5.8% | +2.2% | -1.4% |
| 30D | -6.7% | -0.4% | -6.3% | -6.6% |
| 3M | -1.4% | +13.3% | -14.7% | -6.3% |
| 6M | +1.7% | +8.5% | -6.8% | -2.3% |
| YTD | -1.5% | -8.1% | +6.7% | +0.7% |
| 1Y | -2.5% | -17.9% | +15.4% | +3.7% |
| 3Y | +39.9% | +41.4% | -1.5% | +16.2% |
| 5Y | -2.6% | +9.3% | -11.9% | -12.0% |
| All | +119.9% | +286.8% | -166.9% | +34.1% |
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