+855.0%
EXPE vs SONY
+312.2%
+542.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -9.5% | -1.2% | -8.4% | -9.1% |
| 30D | -6.6% | +9.4% | -16.1% | -10.0% |
| 3M | +31.4% | +10.5% | +20.9% | +26.2% |
| 6M | +35.2% | +11.7% | +23.5% | +28.2% |
| YTD | +5.8% | -4.1% | +9.9% | +6.5% |
| 1Y | +38.7% | -11.8% | +50.5% | +43.7% |
| 3Y | +175.8% | +45.9% | +129.9% | +130.1% |
| 5Y | +111.8% | +16.3% | +95.6% | +92.6% |
| 10Y | +179.7% | +297.6% | -117.9% | +57.2% |
| All | +855.0% | +312.2% | +542.8% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling