+87.7%
BEN vs SONY
+63.5%
+24.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +18.0% | +11.1% | +6.9% | +14.8% |
| 3M | +7.5% | +14.7% | -7.2% | +3.6% |
| 6M | +14.7% | +18.8% | -4.1% | +9.3% |
| YTD | +56.1% | +5.7% | +50.3% | +52.9% |
| 1Y | +69.6% | -8.1% | +77.6% | +72.9% |
| 3Y | +87.7% | +64.0% | +23.7% | +59.7% |
| All | +87.7% | +63.5% | +24.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling