+424.5%
GE vs SONY
+8.4%
+416.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -1.2% | -4.9% | +3.7% | +0.5% |
| 30D | -11.3% | -1.6% | -9.7% | -10.9% |
| 3M | -1.4% | +10.0% | -11.4% | -5.3% |
| 6M | +1.2% | +8.4% | -7.2% | -2.6% |
| YTD | +5.9% | -8.4% | +14.4% | +8.3% |
| 1Y | +18.4% | -18.4% | +36.8% | +25.8% |
| 3Y | +271.0% | +41.0% | +230.0% | +209.8% |
| All | +424.5% | +8.4% | +416.1% | +372.9% |
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 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