+1,527.5%
META vs SONY
+866.9%
+660.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +6.7% | -1.2% | +7.9% | +7.1% |
| 30D | +4.8% | +9.4% | -4.7% | +1.4% |
| 3M | -1.6% | +10.5% | -12.1% | -5.4% |
| 6M | -7.5% | +11.7% | -19.2% | -11.8% |
| YTD | -6.4% | -4.1% | -2.3% | -6.0% |
| 1Y | -17.3% | -11.8% | -5.6% | -14.9% |
| 3Y | +109.9% | +45.9% | +64.0% | +76.6% |
| 5Y | +65.4% | +16.3% | +49.1% | +50.4% |
| 10Y | +391.8% | +297.6% | +94.2% | +240.7% |
| All | +1,527.5% | +866.9% | +660.6% | +1,021.8% |
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