+371.6%
ALL vs SONY
+373.2%
-1.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | 0.0% |
| 7D | +5.0% | +0.3% | +4.8% | +5.0% |
| 30D | +13.3% | +11.1% | +2.2% | +10.5% |
| 3M | +3.2% | +14.7% | -11.5% | -0.2% |
| 6M | +25.3% | +18.8% | +6.6% | +20.0% |
| YTD | +30.5% | +5.7% | +24.7% | +27.9% |
| 1Y | +29.2% | -8.1% | +37.2% | +31.0% |
| 3Y | +119.1% | +64.0% | +55.1% | +88.1% |
| 5Y | +162.6% | +12.6% | +150.0% | +145.8% |
| All | +371.6% | +373.2% | -1.5% | +205.7% |
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