+5,589.7%
IT vs SONY
+576.6%
+5,013.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -6.1% |
| 7D | -9.1% | -5.2% | -4.0% | -7.5% |
| 30D | -7.0% | +0.3% | -7.3% | -7.0% |
| 3M | +7.6% | +6.2% | +1.4% | +5.7% |
| 6M | +2.1% | +9.5% | -7.4% | -1.1% |
| YTD | -31.6% | -8.1% | -23.5% | -30.1% |
| 1Y | -29.9% | -17.9% | -12.0% | -26.1% |
| 3Y | -51.3% | +41.5% | -92.8% | -57.5% |
| 5Y | -44.8% | +11.8% | -56.6% | -48.6% |
| 10Y | +91.4% | +275.4% | -184.0% | +19.5% |
| All | +5,589.7% | +576.6% | +5,013.1% | +2,572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling