-43.5%
INTU vs SONY
+11.5%
-55.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.0% |
| 7D | -4.1% | -3.2% | -0.9% | -2.7% |
| 30D | +12.8% | +9.6% | +3.3% | +8.2% |
| 3M | +2.1% | +13.3% | -11.1% | -3.5% |
| 6M | -11.5% | +20.3% | -31.8% | -18.7% |
| YTD | -47.9% | +4.1% | -52.1% | -49.2% |
| 1Y | -47.7% | -11.9% | -35.8% | -44.8% |
| 3Y | -34.0% | +56.6% | -90.6% | -50.7% |
| 5Y | -43.5% | +10.9% | -54.5% | -49.3% |
| All | -43.5% | +11.5% | -55.0% | -49.3% |
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