-46.5%
COMP vs SONY
+30.2%
-76.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.5% |
| 7D | +14.5% | +6.1% | +8.5% | +8.5% |
| 30D | +14.9% | +12.2% | +2.7% | +4.3% |
| 3M | -14.2% | +15.3% | -29.6% | -24.0% |
| 6M | +23.7% | +34.3% | -10.6% | -4.6% |
| YTD | +2.1% | +5.7% | -3.6% | -4.6% |
| 1Y | +26.2% | -2.3% | +28.5% | +25.6% |
| 3Y | +470.9% | +67.1% | +403.8% | +212.4% |
| 5Y | -14.0% | +13.0% | -27.0% | -39.8% |
| All | -46.5% | +30.2% | -76.6% | -65.2% |
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