+352.2%
EWZ vs SONY
+60.1%
+292.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +1.3% | +5.2% | -3.9% | -1.1% |
| 30D | -26.2% | +10.7% | -36.9% | -29.6% |
| 3M | -8.6% | +12.1% | -20.8% | -13.6% |
| 6M | -17.0% | +32.6% | -49.6% | -28.0% |
| YTD | +2.2% | +4.3% | -2.2% | -1.8% |
| 1Y | +2.7% | -4.5% | +7.2% | +2.5% |
| 3Y | +18.2% | +56.9% | -38.7% | -8.9% |
| 5Y | +56.0% | +12.5% | +43.5% | +35.7% |
| 10Y | +60.8% | +371.7% | -310.9% | -30.4% |
| All | +352.2% | +60.1% | +292.1% | +99.5% |
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