+100.0%
IT vs SONY
+293.1%
-193.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.6% | +4.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.6% |
| 30D | +0.1% | +1.5% | -1.5% | -0.4% |
| 3M | +20.7% | +13.0% | +7.7% | +15.6% |
| 6M | +12.0% | +11.2% | +0.8% | +7.3% |
| YTD | -28.8% | -6.6% | -22.2% | -27.4% |
| 1Y | -25.5% | -18.1% | -7.4% | -20.7% |
| 3Y | -48.8% | +42.1% | -90.8% | -56.8% |
| 5Y | -42.7% | +11.0% | -53.8% | -48.0% |
| All | +100.0% | +293.1% | -193.1% | +20.2% |
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