+370.0%
ALL vs SONY
+366.0%
+4.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | +12.8% | +9.6% | +3.2% | +10.4% |
| 3M | +4.7% | +13.3% | -8.6% | +1.6% |
| 6M | +24.9% | +20.3% | +4.6% | +19.2% |
| YTD | +30.0% | +4.1% | +25.8% | +28.0% |
| 1Y | +29.9% | -11.9% | +41.8% | +33.1% |
| 3Y | +117.5% | +56.6% | +60.9% | +89.0% |
| 5Y | +161.7% | +10.9% | +150.8% | +145.8% |
| All | +370.0% | +366.0% | +4.0% | +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