+80.3%
EXE vs SONY
+12.1%
+68.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +5.3% | +0.3% | +5.1% | +5.3% |
| 30D | -2.2% | +11.1% | -13.3% | -4.6% |
| 3M | -5.9% | +14.7% | -20.5% | -8.9% |
| 6M | -5.7% | +18.8% | -24.5% | -9.7% |
| YTD | -17.8% | +5.7% | -23.6% | -19.1% |
| 1Y | -23.1% | -8.1% | -15.1% | -21.4% |
| 3Y | +21.2% | +64.0% | -42.8% | +2.7% |
| All | +80.3% | +12.1% | +68.2% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling