+214.8%
B vs SONY
+373.2%
-158.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -7.3% | +0.3% | -7.6% | -7.4% |
| 30D | -3.3% | +11.1% | -14.5% | -5.4% |
| 3M | -7.8% | +14.7% | -22.4% | -10.3% |
| 6M | -15.5% | +18.8% | -34.3% | -18.7% |
| YTD | -12.3% | +5.7% | -18.0% | -13.9% |
| 1Y | +5.4% | -8.1% | +13.4% | +6.0% |
| 3Y | +165.5% | +64.0% | +101.5% | +141.4% |
| 5Y | +107.0% | +12.6% | +94.4% | +93.8% |
| All | +214.8% | +373.2% | -158.3% | +149.7% |
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