+803.7%
B vs SONY
+543.6%
+260.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +9.4% | +9.4% | 0.0% | +8.0% |
| 3M | +5.0% | +10.5% | -5.5% | +3.3% |
| 6M | -3.5% | +11.7% | -15.2% | -5.2% |
| YTD | +4.5% | -4.1% | +8.5% | +4.8% |
| 1Y | +67.8% | -11.8% | +79.6% | +70.2% |
| 3Y | +196.7% | +45.9% | +150.8% | +179.6% |
| 5Y | +151.9% | +16.3% | +135.6% | +142.0% |
| 10Y | +202.2% | +297.6% | -95.4% | +143.8% |
| All | +803.7% | +543.6% | +260.2% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling