+2,340.5%
EXC vs SONY
+543.6%
+1,797.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -3.7% | +9.4% | -13.2% | -5.2% |
| 3M | -1.3% | +10.5% | -11.8% | -3.1% |
| 6M | -9.7% | +11.7% | -21.4% | -11.7% |
| YTD | +2.9% | -4.1% | +7.0% | +3.0% |
| 1Y | +4.4% | -11.8% | +16.2% | +5.8% |
| 3Y | +22.2% | +45.9% | -23.7% | +12.2% |
| 5Y | +46.7% | +16.3% | +30.4% | +38.2% |
| 10Y | +155.3% | +297.6% | -142.3% | +93.6% |
| All | +2,340.5% | +543.6% | +1,797.0% | +1,343.7% |
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 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