+201.4%
B vs SONY
+293.1%
-91.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -1.9% |
| 30D | +6.3% | +1.5% | +4.8% | +6.0% |
| 3M | +12.1% | +13.0% | -0.9% | +9.0% |
| 6M | -3.1% | +11.2% | -14.3% | -5.5% |
| YTD | +2.0% | -6.6% | +8.6% | +2.7% |
| 1Y | +51.7% | -18.1% | +69.8% | +56.3% |
| 3Y | +190.5% | +42.1% | +148.4% | +170.5% |
| 5Y | +158.0% | +11.0% | +146.9% | +143.9% |
| All | +201.4% | +293.1% | -91.7% | +141.2% |
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