+136.0%
GOOG vs SONY
+9.6%
+126.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | 0.0% | -2.7% | +2.7% | +1.1% |
| 30D | -2.0% | +1.5% | -3.5% | -2.6% |
| 3M | -5.9% | +13.0% | -18.9% | -10.6% |
| 6M | +8.9% | +11.2% | -2.3% | +3.6% |
| YTD | +7.1% | -6.6% | +13.7% | +9.1% |
| 1Y | +39.7% | -18.1% | +57.8% | +49.7% |
| 3Y | +145.8% | +42.1% | +103.8% | +96.9% |
| All | +136.0% | +9.6% | +126.4% | +105.6% |
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