+507.9%
F vs SONY
+599.9%
-92.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +1.0% | +5.2% | -4.2% | -0.9% |
| 30D | +2.1% | +10.7% | -8.6% | -1.5% |
| 3M | -10.3% | +12.1% | -22.4% | -13.9% |
| 6M | +3.3% | +32.6% | -29.3% | -7.2% |
| YTD | -2.0% | +4.3% | -6.3% | -4.6% |
| 1Y | -2.3% | -4.5% | +2.2% | -2.0% |
| 3Y | +49.9% | +56.9% | -7.0% | +24.0% |
| 5Y | -12.5% | +12.5% | -24.9% | -19.1% |
| 10Y | +74.3% | +371.7% | -297.5% | -1.9% |
| All | +507.9% | +599.9% | -92.1% | +138.3% |
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