+38.5%
D vs SONY
+276.5%
-238.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | -4.9% | +4.5% | +0.3% |
| 30D | -2.1% | -1.6% | -0.5% | -1.9% |
| 3M | -0.7% | +10.0% | -10.7% | -2.4% |
| 6M | +5.6% | +8.4% | -2.8% | +3.8% |
| YTD | +14.6% | -8.4% | +23.0% | +15.7% |
| 1Y | +15.3% | -18.4% | +33.7% | +18.4% |
| 3Y | +59.1% | +41.0% | +18.2% | +47.0% |
| 5Y | +3.9% | +9.3% | -5.4% | -1.2% |
| 10Y | +38.5% | +281.7% | -243.2% | +5.4% |
| All | +38.5% | +276.5% | -238.0% | +5.4% |
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 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