+37.3%
IR vs SONY
+9.8%
+27.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -1.9% | -4.9% | +3.0% | -0.1% |
| 30D | -15.0% | -1.6% | -13.4% | -14.6% |
| 3M | -0.4% | +10.0% | -10.4% | -4.5% |
| 6M | -15.0% | +8.4% | -23.5% | -18.5% |
| YTD | -7.1% | -8.4% | +1.4% | -4.7% |
| 1Y | -7.5% | -18.4% | +10.8% | -1.2% |
| 3Y | +6.3% | +41.0% | -34.7% | -12.9% |
| 5Y | +37.3% | +9.3% | +28.1% | +22.4% |
| All | +37.3% | +9.8% | +27.5% | +22.4% |
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