+448.5%
XYL vs SONY
+547.3%
-98.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.1% | +4.2% |
| 7D | +1.8% | -5.2% | +7.0% | +3.3% |
| 30D | -9.2% | +0.3% | -9.5% | -9.4% |
| 3M | -0.3% | +6.2% | -6.5% | -2.5% |
| 6M | -11.0% | +9.5% | -20.5% | -14.0% |
| YTD | -19.2% | -8.1% | -11.1% | -18.0% |
| 1Y | -21.2% | -17.9% | -3.3% | -17.5% |
| 3Y | +18.6% | +41.5% | -22.9% | +3.2% |
| 5Y | -14.3% | +11.8% | -26.2% | -20.9% |
| 10Y | +141.0% | +275.4% | -134.4% | +62.9% |
| All | +448.5% | +547.3% | -98.8% | +216.5% |
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