+131.6%
C vs SONY
+11.4%
+120.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.8% |
| 7D | +3.2% | -5.2% | +8.3% | +5.1% |
| 30D | +1.3% | +0.3% | +1.0% | +1.1% |
| 3M | +3.1% | +6.2% | -3.1% | +0.2% |
| 6M | +29.6% | +9.5% | +20.1% | +24.0% |
| YTD | +19.0% | -8.1% | +27.0% | +21.6% |
| 1Y | +45.6% | -17.9% | +63.6% | +55.2% |
| 3Y | +269.3% | +41.5% | +227.8% | +212.1% |
| 5Y | +131.6% | +11.8% | +119.7% | +101.3% |
| All | +131.6% | +11.4% | +120.2% | +101.3% |
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