+2,486.5%
EXC vs SONY
+609.3%
+1,877.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.6% | +11.1% | -2.6% | +6.7% |
| 3M | +2.4% | +14.7% | -12.3% | +0.1% |
| 6M | +6.5% | +18.8% | -12.3% | +3.2% |
| YTD | +9.0% | +5.7% | +3.3% | +7.4% |
| 1Y | +4.6% | -8.1% | +12.6% | +5.4% |
| 3Y | +33.5% | +64.0% | -30.5% | +20.3% |
| 5Y | +41.4% | +12.6% | +28.8% | +34.1% |
| 10Y | +204.3% | +373.8% | -169.5% | +124.2% |
| All | +2,486.5% | +609.3% | +1,877.2% | +1,405.2% |
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