+411.8%
GE vs SONY
+12.1%
+399.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +8.1% | +11.1% | -3.1% | +3.9% |
| 3M | -7.9% | +14.7% | -22.5% | -12.5% |
| 6M | +12.9% | +18.8% | -5.9% | +5.2% |
| YTD | +8.2% | +5.7% | +2.4% | +4.9% |
| 1Y | +9.7% | -8.1% | +17.7% | +12.0% |
| 3Y | +266.1% | +64.0% | +202.1% | +188.7% |
| All | +411.8% | +12.1% | +399.7% | +342.1% |
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