+33.2%
BN vs SONY
+9.8%
+23.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.0% | -4.9% | +1.9% | -0.6% |
| 30D | -13.0% | -1.6% | -11.4% | -12.5% |
| 3M | -15.2% | +10.0% | -25.2% | -19.8% |
| 6M | -5.9% | +8.4% | -14.3% | -11.1% |
| YTD | -15.8% | -8.4% | -7.3% | -13.0% |
| 1Y | -12.2% | -18.4% | +6.2% | -3.9% |
| 3Y | +72.2% | +41.0% | +31.2% | +33.2% |
| 5Y | +33.2% | +9.3% | +23.9% | +13.4% |
| All | +33.2% | +9.8% | +23.4% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling