+192.7%
EXC vs SONY
+366.0%
-173.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.3% |
| 30D | +7.8% | +9.6% | -1.8% | +5.9% |
| 3M | +1.9% | +13.3% | -11.4% | -0.6% |
| 6M | +3.4% | +20.3% | -16.9% | -0.6% |
| YTD | +7.6% | +4.1% | +3.4% | +6.2% |
| 1Y | +2.1% | -11.9% | +14.0% | +4.2% |
| 3Y | +29.6% | +56.6% | -27.0% | +14.0% |
| 5Y | +39.5% | +10.9% | +28.6% | +31.1% |
| All | +192.7% | +366.0% | -173.3% | +97.5% |
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 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