+8,082.8%
BHP vs SONY
+516.6%
+7,566.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.4% |
| 7D | +1.3% | -5.2% | +6.4% | +3.3% |
| 30D | +4.0% | +0.3% | +3.7% | +3.6% |
| 3M | +12.3% | +6.2% | +6.1% | +8.8% |
| 6M | +30.8% | +9.5% | +21.3% | +25.3% |
| YTD | +58.8% | -8.1% | +66.9% | +62.3% |
| 1Y | +76.8% | -17.9% | +94.8% | +88.1% |
| 3Y | +87.5% | +41.5% | +46.0% | +57.1% |
| 5Y | +123.9% | +11.8% | +112.1% | +101.7% |
| 10Y | +504.4% | +275.4% | +229.0% | +231.9% |
| All | +8,082.8% | +516.6% | +7,566.2% | +3,220.6% |
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 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