+46.5%
F vs SONY
+11.4%
+35.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -2.3% |
| 7D | +1.2% | -5.2% | +6.3% | +3.6% |
| 30D | +1.2% | +0.3% | +0.9% | +1.0% |
| 3M | -5.7% | +6.2% | -11.9% | -8.6% |
| 6M | +17.9% | +9.5% | +8.4% | +11.7% |
| YTD | +10.4% | -8.1% | +18.5% | +13.8% |
| 1Y | +25.3% | -17.9% | +43.3% | +35.9% |
| 3Y | +37.5% | +41.5% | -4.0% | +4.9% |
| 5Y | +46.5% | +11.8% | +34.7% | +30.0% |
| All | +46.5% | +11.4% | +35.1% | +30.0% |
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 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