+169.7%
EXE vs SONY
+7.3%
+162.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -3.1% | -2.7% | -0.5% | -2.6% |
| 30D | -0.9% | +1.5% | -2.4% | -1.3% |
| 3M | +9.6% | +13.0% | -3.4% | +6.3% |
| 6M | -11.6% | +11.2% | -22.8% | -14.2% |
| YTD | -12.6% | -6.6% | -5.9% | -11.4% |
| 1Y | +1.2% | -18.1% | +19.3% | +6.0% |
| 3Y | +18.0% | +42.1% | -24.0% | +4.0% |
| 5Y | +101.1% | +11.0% | +90.1% | +84.2% |
| All | +169.7% | +7.3% | +162.5% | +144.8% |
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