+273.7%
IR vs SONY
+253.4%
+20.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -3.5% |
| 30D | -13.9% | +1.5% | -15.5% | -14.6% |
| 3M | -0.3% | +13.0% | -13.3% | -5.7% |
| 6M | -14.3% | +11.2% | -25.5% | -18.8% |
| YTD | -7.9% | -6.6% | -1.2% | -6.4% |
| 1Y | -9.9% | -18.1% | +8.2% | -3.8% |
| 3Y | +6.5% | +42.1% | -35.5% | -12.2% |
| 5Y | +34.0% | +11.0% | +23.0% | +20.2% |
| All | +273.7% | +253.4% | +20.3% | +141.8% |
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