+263.6%
EMR vs SONY
+286.8%
-23.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -1.2% | -5.8% | +4.5% | +0.8% |
| 30D | -9.4% | -0.4% | -9.1% | -9.4% |
| 3M | +8.6% | +13.3% | -4.7% | +3.1% |
| 6M | +6.7% | +8.5% | -1.8% | +2.6% |
| YTD | +13.1% | -8.1% | +21.2% | +15.4% |
| 1Y | +12.7% | -17.9% | +30.6% | +19.5% |
| 3Y | +58.1% | +41.4% | +16.6% | +34.4% |
| 5Y | +63.6% | +9.3% | +54.4% | +49.9% |
| All | +263.6% | +286.8% | -23.2% | +131.3% |
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