+508.4%
F vs SONY
+607.5%
-99.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | +1.6% | +6.7% | -5.2% | -0.8% |
| 30D | +2.6% | +14.8% | -12.2% | -2.3% |
| 3M | -8.8% | +16.9% | -25.7% | -13.8% |
| 6M | +4.6% | +30.2% | -25.6% | -5.4% |
| YTD | -1.9% | +5.5% | -7.4% | -4.8% |
| 1Y | -0.8% | -4.6% | +3.8% | -0.5% |
| 3Y | +43.5% | +57.2% | -13.7% | +18.6% |
| 5Y | -12.1% | +12.1% | -24.1% | -18.6% |
| 10Y | +83.6% | +361.6% | -277.9% | +4.0% |
| All | +508.4% | +607.5% | -99.1% | +137.6% |
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 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