+156.6%
EXPE vs SONY
+40.0%
+116.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.2% | -3.7% | -6.2% |
| 7D | -9.8% | -5.2% | -4.6% | -7.8% |
| 30D | -11.5% | +0.3% | -11.8% | -11.5% |
| 3M | +21.7% | +6.2% | +15.5% | +18.8% |
| 6M | +10.4% | +9.5% | +0.8% | +5.9% |
| YTD | -2.5% | -8.1% | +5.6% | +0.3% |
| 1Y | +27.3% | -17.9% | +45.3% | +37.3% |
| All | +156.6% | +40.0% | +116.5% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling