+116.0%
ALL vs SONY
+10.2%
+105.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.7% |
| 7D | -1.7% | -5.2% | +3.4% | -0.8% |
| 30D | -4.7% | +0.3% | -5.0% | -4.7% |
| 3M | +18.4% | +6.2% | +12.1% | +17.1% |
| 6M | +20.5% | +9.5% | +11.0% | +18.4% |
| YTD | +23.5% | -8.1% | +31.6% | +24.9% |
| 1Y | +29.0% | -17.9% | +46.9% | +32.8% |
| 3Y | +153.7% | +41.5% | +112.2% | +134.6% |
| All | +116.0% | +10.2% | +105.8% | +101.6% |
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