+16.7%
BABA vs SONY
+271.8%
-255.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.5% |
| 7D | -0.2% | -5.2% | +5.0% | +2.3% |
| 30D | -12.3% | +0.3% | -12.6% | -12.6% |
| 3M | -5.3% | +6.2% | -11.5% | -8.7% |
| 6M | -13.1% | +9.5% | -22.6% | -17.6% |
| YTD | -22.4% | -8.1% | -14.3% | -20.2% |
| 1Y | -19.5% | -17.9% | -1.6% | -13.1% |
| 3Y | +32.9% | +41.5% | -8.6% | +4.3% |
| 5Y | -29.9% | +11.8% | -41.7% | -38.6% |
| 10Y | +16.7% | +275.4% | -258.7% | -39.0% |
| All | +16.7% | +271.8% | -255.1% | -39.0% |
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 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