+615.0%
F vs SONY
+543.6%
+71.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +5.3% | -1.2% | +6.5% | +5.7% |
| 30D | +4.6% | +9.4% | -4.9% | +1.3% |
| 3M | -3.7% | +10.5% | -14.1% | -7.3% |
| 6M | +16.8% | +11.7% | +5.1% | +11.4% |
| YTD | +15.3% | -4.1% | +19.4% | +15.7% |
| 1Y | +31.0% | -11.8% | +42.8% | +34.9% |
| 3Y | +45.4% | +45.9% | -0.5% | +23.4% |
| 5Y | +54.7% | +16.3% | +38.4% | +41.6% |
| 10Y | +98.2% | +297.6% | -199.4% | +18.1% |
| All | +615.0% | +543.6% | +71.4% | +188.9% |
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