+664.2%
B vs SONY
+598.6%
+65.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.2% |
| 7D | -6.2% | -3.2% | -3.0% | -5.8% |
| 30D | -6.6% | +9.6% | -16.2% | -7.9% |
| 3M | -7.9% | +13.3% | -21.1% | -9.6% |
| 6M | -16.8% | +20.3% | -37.1% | -19.2% |
| YTD | -11.7% | +4.1% | -15.8% | -12.4% |
| 1Y | +3.5% | -11.9% | +15.4% | +5.0% |
| 3Y | +165.7% | +56.6% | +109.1% | +148.0% |
| 5Y | +108.4% | +10.9% | +97.5% | +101.3% |
| 10Y | +212.7% | +366.6% | -154.0% | +146.7% |
| All | +664.2% | +598.6% | +65.6% | +427.9% |
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