+13,245.4%
GOOG vs SONY
+314.8%
+12,930.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.5% | -5.8% | +3.3% | -0.6% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -6.4% | +13.3% | -19.7% | -10.5% |
| 6M | +7.8% | +8.5% | -0.7% | +4.2% |
| YTD | +5.5% | -8.1% | +13.6% | +7.5% |
| 1Y | +38.3% | -17.9% | +56.2% | +45.8% |
| 3Y | +143.1% | +41.4% | +101.6% | +108.6% |
| 5Y | +135.0% | +9.3% | +125.7% | +118.0% |
| 10Y | +778.1% | +283.0% | +495.1% | +443.7% |
| All | +13,245.4% | +314.8% | +12,930.6% | +6,971.0% |
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