-15.6%
XYL vs SONY
+8.8%
-24.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -1.2% | -5.8% | +4.5% | +0.7% |
| 30D | -13.2% | -0.4% | -12.8% | -13.2% |
| 3M | -0.2% | +13.3% | -13.5% | -4.8% |
| 6M | -12.5% | +8.5% | -21.0% | -15.7% |
| YTD | -20.9% | -8.1% | -12.8% | -19.2% |
| 1Y | -21.6% | -17.9% | -3.6% | -16.9% |
| 3Y | +16.1% | +41.4% | -25.3% | -4.6% |
| 5Y | -15.6% | +9.3% | -24.9% | -25.0% |
| All | -15.6% | +8.8% | -24.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling