+476.4%
BHP vs SONY
+293.1%
+183.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -3.6% | -2.7% | -0.9% | -2.6% |
| 30D | -1.2% | +1.5% | -2.7% | -2.1% |
| 3M | +1.2% | +13.0% | -11.8% | -4.8% |
| 6M | +21.4% | +11.2% | +10.2% | +14.9% |
| YTD | +50.4% | -6.6% | +57.1% | +53.0% |
| 1Y | +67.5% | -18.1% | +85.6% | +79.5% |
| 3Y | +72.8% | +42.1% | +30.7% | +40.4% |
| 5Y | +112.6% | +11.0% | +101.6% | +87.4% |
| All | +476.4% | +293.1% | +183.4% | +192.6% |
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