-45.6%
IT vs SONY
+8.8%
-54.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -12.7% | -5.8% | -6.9% | -10.5% |
| 30D | -8.9% | -0.4% | -8.5% | -8.7% |
| 3M | +10.1% | +13.3% | -3.2% | +5.0% |
| 6M | +7.3% | +8.5% | -1.2% | +3.5% |
| YTD | -32.4% | -8.1% | -24.2% | -30.5% |
| 1Y | -26.6% | -17.9% | -8.7% | -21.6% |
| 3Y | -51.8% | +41.4% | -93.3% | -60.9% |
| 5Y | -45.6% | +9.3% | -54.9% | -50.3% |
| All | -45.6% | +8.8% | -54.4% | -50.3% |
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