+216.9%
B vs SONY
+366.0%
-149.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.2% |
| 7D | -6.2% | -3.2% | -3.0% | -5.6% |
| 30D | -6.6% | +9.6% | -16.2% | -8.3% |
| 3M | -7.9% | +13.3% | -21.1% | -10.2% |
| 6M | -16.8% | +20.3% | -37.1% | -20.1% |
| YTD | -11.7% | +4.1% | -15.8% | -13.0% |
| 1Y | +3.5% | -11.9% | +15.4% | +4.9% |
| 3Y | +165.7% | +56.6% | +109.1% | +143.3% |
| 5Y | +108.4% | +10.9% | +97.5% | +95.7% |
| All | +216.9% | +366.0% | -149.1% | +152.1% |
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