+476.0%
A vs SONY
+68.5%
+407.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -1.9% | -1.2% | -0.8% | -1.5% |
| 30D | +6.9% | +9.4% | -2.5% | +2.7% |
| 3M | +9.2% | +10.5% | -1.2% | +3.9% |
| 6M | +25.7% | +11.7% | +14.0% | +18.2% |
| YTD | +11.5% | -4.1% | +15.6% | +11.5% |
| 1Y | +18.4% | -11.8% | +30.1% | +22.1% |
| 3Y | +26.6% | +45.9% | -19.3% | +1.9% |
| 5Y | -12.8% | +16.3% | -29.1% | -23.9% |
| 10Y | +247.2% | +297.6% | -50.4% | +67.5% |
| All | +476.0% | +68.5% | +407.5% | +193.5% |
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