-49.1%
COMP vs SONY
+27.4%
-76.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.3% |
| 7D | +2.2% | +2.1% | +0.1% | -0.3% |
| 30D | +16.3% | +9.2% | +7.1% | +7.9% |
| 3M | -19.1% | +12.2% | -31.3% | -26.8% |
| 6M | +17.1% | +24.4% | -7.3% | -3.7% |
| YTD | -2.9% | +3.5% | -6.4% | -7.7% |
| 1Y | +8.8% | -9.2% | +18.0% | +14.7% |
| 3Y | +423.5% | +55.6% | +367.9% | +208.4% |
| 5Y | -10.5% | +12.0% | -22.4% | -36.3% |
| All | -49.1% | +27.4% | -76.5% | -66.3% |
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 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