+123.4%
EXPE vs SONY
+61.0%
+62.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | -4.2% | -3.2% | -1.0% | -3.0% |
| 30D | -4.5% | +9.6% | -14.1% | -8.1% |
| 3M | -19.7% | +13.3% | -33.0% | -23.5% |
| 6M | +18.3% | +20.3% | -2.0% | +9.7% |
| YTD | -7.3% | +4.1% | -11.5% | -9.5% |
| 1Y | -3.9% | -11.9% | +8.0% | +0.4% |
| All | +123.4% | +61.0% | +62.3% | +79.7% |
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 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