+45.0%
EEM vs SONY
+9.6%
+35.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | +2.1% | +1.5% | +0.5% | +1.5% |
| 3M | +1.0% | +13.0% | -12.0% | -3.2% |
| 6M | +15.9% | +11.2% | +4.7% | +11.4% |
| YTD | +24.6% | -6.6% | +31.3% | +26.3% |
| 1Y | +32.3% | -18.1% | +50.4% | +39.2% |
| 3Y | +85.9% | +42.1% | +43.8% | +59.2% |
| All | +45.0% | +9.6% | +35.3% | +31.4% |
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