-8.7%
COMP vs SONY
+12.1%
-20.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +16.6% | +11.1% | +5.4% | +5.9% |
| 3M | -23.5% | +14.7% | -38.2% | -32.6% |
| 6M | +25.7% | +18.8% | +7.0% | +6.4% |
| YTD | -3.4% | +5.7% | -9.1% | -10.2% |
| 1Y | +7.6% | -8.1% | +15.6% | +13.2% |
| 3Y | +423.6% | +64.0% | +359.6% | +167.1% |
| All | -8.7% | +12.1% | -20.8% | -30.4% |
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