+432.5%
EWZ vs SONY
+47.2%
+385.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +6.5% | -1.2% | +7.7% | +7.0% |
| 30D | +4.8% | +9.4% | -4.6% | +0.6% |
| 3M | +9.9% | +10.5% | -0.6% | +4.3% |
| 6M | +1.9% | +11.7% | -9.7% | -4.1% |
| YTD | +20.3% | -4.1% | +24.4% | +20.6% |
| 1Y | +35.6% | -11.8% | +47.4% | +40.4% |
| 3Y | +43.4% | +45.9% | -2.5% | +14.4% |
| 5Y | +55.9% | +16.3% | +39.7% | +33.5% |
| 10Y | +84.2% | +297.6% | -213.5% | -13.5% |
| All | +432.5% | +47.2% | +385.3% | +144.9% |
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