+127.7%
EXPE vs SONY
+373.2%
-245.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -6.1% | +11.1% | -17.2% | -11.0% |
| 3M | -21.3% | +14.7% | -36.0% | -26.4% |
| 6M | +19.0% | +18.8% | +0.2% | +9.2% |
| YTD | -8.4% | +5.7% | -14.2% | -12.1% |
| 1Y | -2.8% | -8.1% | +5.3% | -0.2% |
| 3Y | +120.8% | +64.0% | +56.8% | +65.9% |
| 5Y | +46.2% | +12.6% | +33.5% | +28.4% |
| All | +127.7% | +373.2% | -245.5% | +23.9% |
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