+755.6%
GOOGL vs SONY
+293.1%
+462.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -1.4% | +1.5% | -2.9% | -2.2% |
| 3M | -5.3% | +13.0% | -18.3% | -10.6% |
| 6M | +9.8% | +11.2% | -1.4% | +3.9% |
| YTD | +8.4% | -6.6% | +15.0% | +10.2% |
| 1Y | +41.2% | -18.1% | +59.3% | +51.7% |
| 3Y | +149.6% | +42.1% | +107.5% | +100.0% |
| 5Y | +142.6% | +11.0% | +131.5% | +114.6% |
| All | +755.6% | +293.1% | +462.5% | +362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling