+156.4%
EXPE vs SONY
+286.8%
-130.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -8.7% | -5.8% | -2.9% | -6.0% |
| 30D | -13.6% | -0.4% | -13.3% | -13.4% |
| 3M | +26.6% | +13.3% | +13.4% | +19.7% |
| 6M | +19.9% | +8.5% | +11.5% | +14.5% |
| YTD | -1.7% | -8.1% | +6.4% | +1.2% |
| 1Y | +29.4% | -17.9% | +47.3% | +40.0% |
| 3Y | +155.7% | +41.4% | +114.2% | +107.2% |
| 5Y | +93.1% | +9.3% | +83.8% | +73.8% |
| All | +156.4% | +286.8% | -130.4% | +52.7% |
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 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