+11.7%
D vs SONY
+12.1%
-0.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +7.7% | +11.1% | -3.4% | +6.5% |
| 3M | -0.3% | +14.7% | -14.9% | -1.8% |
| 6M | +10.1% | +18.8% | -8.7% | +7.9% |
| YTD | +19.1% | +5.7% | +13.3% | +18.1% |
| 1Y | +15.9% | -8.1% | +24.0% | +16.7% |
| 3Y | +75.0% | +64.0% | +11.0% | +64.5% |
| All | +11.7% | +12.1% | -0.4% | +4.3% |
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 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