+433.8%
MAR vs SONY
+293.1%
+140.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -0.5% | -2.7% | +2.1% | +0.4% |
| 30D | -5.4% | +1.5% | -6.9% | -6.0% |
| 3M | -15.5% | +13.0% | -28.5% | -19.4% |
| 6M | +3.0% | +11.2% | -8.3% | -1.7% |
| YTD | +8.5% | -6.6% | +15.2% | +10.3% |
| 1Y | +26.0% | -18.1% | +44.1% | +33.8% |
| 3Y | +68.6% | +42.1% | +26.5% | +41.2% |
| 5Y | +157.4% | +11.0% | +146.3% | +133.2% |
| All | +433.8% | +293.1% | +140.8% | +242.4% |
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 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