+55.0%
EWZ vs SONY
+16.3%
+38.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +6.5% | -1.2% | +7.7% | +6.8% |
| 30D | +4.8% | +9.4% | -4.6% | +2.3% |
| 3M | +9.9% | +10.5% | -0.6% | +6.6% |
| 6M | +1.9% | +11.7% | -9.7% | -1.7% |
| YTD | +20.3% | -4.1% | +24.4% | +20.9% |
| 1Y | +35.6% | -11.8% | +47.4% | +39.2% |
| 3Y | +43.4% | +45.9% | -2.5% | +25.5% |
| All | +55.0% | +16.3% | +38.7% | +33.7% |
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 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