+1,250.3%
EWY vs SONY
+29.7%
+1,220.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +6.7% | -4.9% | +11.6% | +9.1% |
| 30D | +17.0% | -1.6% | +18.6% | +17.5% |
| 3M | +3.7% | +10.0% | -6.3% | -2.4% |
| 6M | +42.5% | +8.4% | +34.1% | +35.2% |
| YTD | +96.2% | -8.4% | +104.7% | +101.6% |
| 1Y | +160.4% | -18.4% | +178.7% | +181.0% |
| 3Y | +231.7% | +41.0% | +190.7% | +166.2% |
| 5Y | +153.3% | +9.3% | +144.0% | +125.0% |
| 10Y | +308.8% | +281.7% | +27.1% | +85.8% |
| All | +1,250.3% | +29.7% | +1,220.6% | +625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling