+30.4%
BIL vs SONY
+142.6%
-112.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -5.2% | +5.2% | +0.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | +0.9% | +6.2% | -5.3% | +0.9% |
| 6M | +1.8% | +9.5% | -7.7% | +1.8% |
| YTD | +2.5% | -8.1% | +10.5% | +2.5% |
| 1Y | +3.7% | -17.9% | +21.6% | +3.7% |
| 3Y | +14.1% | +41.5% | -27.4% | +14.1% |
| 5Y | +19.4% | +11.8% | +7.6% | +19.5% |
| 10Y | +25.3% | +275.4% | -250.2% | +25.5% |
| All | +30.4% | +142.6% | -112.3% | +30.8% |
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