+88.3%
EXPE vs SONY
+9.8%
+78.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -11.5% | -4.9% | -6.6% | -9.0% |
| 30D | -13.1% | -1.6% | -11.5% | -12.2% |
| 3M | +18.1% | +10.0% | +8.2% | +12.5% |
| 6M | +13.3% | +8.4% | +4.8% | +7.5% |
| YTD | -3.2% | -8.4% | +5.2% | +0.5% |
| 1Y | +26.1% | -18.4% | +44.5% | +39.0% |
| 3Y | +151.7% | +41.0% | +110.7% | +90.4% |
| 5Y | +88.3% | +9.3% | +79.1% | +66.6% |
| All | +88.3% | +9.8% | +78.5% | +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