+153.8%
B vs SONY
+11.4%
+142.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.4% |
| 7D | +2.3% | -5.2% | +7.5% | +3.7% |
| 30D | +1.4% | +0.3% | +1.1% | +1.2% |
| 3M | +12.2% | +6.2% | +6.0% | +10.0% |
| 6M | -2.1% | +9.5% | -11.7% | -4.9% |
| YTD | +2.9% | -8.1% | +11.0% | +4.1% |
| 1Y | +55.3% | -17.9% | +73.2% | +60.9% |
| 3Y | +198.7% | +41.5% | +157.2% | +174.3% |
| 5Y | +153.8% | +11.8% | +141.9% | +130.2% |
| All | +153.8% | +11.4% | +142.4% | +130.2% |
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 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