+95.3%
EWZ vs SONY
+277.9%
-182.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +3.6% |
| 7D | +5.6% | -5.2% | +10.7% | +7.7% |
| 30D | +9.3% | +0.3% | +9.0% | +8.9% |
| 3M | +15.7% | +6.2% | +9.5% | +12.1% |
| 6M | +7.4% | +9.5% | -2.1% | +2.3% |
| YTD | +22.7% | -8.1% | +30.8% | +25.3% |
| 1Y | +36.4% | -17.9% | +54.3% | +45.4% |
| 3Y | +50.4% | +41.5% | +8.9% | +22.3% |
| 5Y | +67.6% | +11.8% | +55.8% | +47.5% |
| All | +95.3% | +277.9% | -182.6% | -6.7% |
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