+661.1%
BX vs SONY
+293.1%
+368.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.6% |
| 7D | -5.6% | -2.7% | -2.9% | -4.3% |
| 30D | -12.2% | +1.5% | -13.8% | -13.1% |
| 3M | +7.4% | +13.0% | -5.6% | -0.1% |
| 6M | +22.2% | +11.2% | +11.0% | +13.5% |
| YTD | -14.0% | -6.6% | -7.4% | -12.4% |
| 1Y | -27.3% | -18.1% | -9.2% | -20.8% |
| 3Y | +24.5% | +42.1% | -17.5% | -2.5% |
| 5Y | +18.9% | +11.0% | +7.8% | +4.9% |
| All | +661.1% | +293.1% | +368.0% | +311.0% |
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