+81.9%
META vs SONY
+10.8%
+71.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | -0.8% | +6.7% | -7.5% | -4.4% |
| 30D | -15.4% | +14.8% | -30.2% | -21.9% |
| 3M | +3.5% | +16.9% | -13.4% | -5.6% |
| 6M | -0.3% | +30.2% | -30.5% | -15.7% |
| YTD | -7.3% | +5.5% | -12.8% | -11.6% |
| 1Y | -1.1% | -4.6% | +3.5% | -0.2% |
| 3Y | +95.1% | +57.2% | +37.8% | +30.3% |
| All | +81.9% | +10.8% | +71.1% | +52.5% |
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