+142.8%
XYL vs SONY
+293.1%
-150.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | -11.9% | +1.5% | -13.5% | -12.6% |
| 3M | -1.5% | +13.0% | -14.5% | -6.5% |
| 6M | -11.9% | +11.2% | -23.1% | -16.3% |
| YTD | -20.6% | -6.6% | -13.9% | -19.4% |
| 1Y | -23.5% | -18.1% | -5.4% | -18.8% |
| 3Y | +14.9% | +42.1% | -27.2% | -5.5% |
| 5Y | -15.3% | +11.0% | -26.3% | -24.2% |
| All | +142.8% | +293.1% | -150.2% | +42.6% |
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