+262.7%
GE vs SONY
+39.5%
+223.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -11.3% | -1.6% | -9.7% | -11.0% |
| 3M | -1.4% | +10.0% | -11.4% | -4.5% |
| 6M | +1.2% | +8.4% | -7.2% | -1.9% |
| YTD | +5.9% | -8.4% | +14.4% | +7.7% |
| 1Y | +18.4% | -18.4% | +36.8% | +24.1% |
| All | +262.7% | +39.5% | +223.2% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling