-50.2%
COMP vs SONY
+28.2%
-78.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.6% |
| 7D | +8.9% | -3.2% | +12.1% | +11.5% |
| 30D | +14.0% | +9.6% | +4.4% | +5.4% |
| 3M | -21.1% | +13.3% | -34.4% | -29.1% |
| 6M | +20.1% | +20.3% | -0.2% | +1.8% |
| YTD | -5.0% | +4.1% | -9.2% | -10.2% |
| 1Y | +5.7% | -11.9% | +17.6% | +14.4% |
| 3Y | +412.2% | +56.6% | +355.6% | +200.3% |
| 5Y | -12.1% | +10.9% | -23.0% | -37.7% |
| All | -50.2% | +28.2% | -78.4% | -67.2% |
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