+1,511.3%
META vs SONY
+962.9%
+548.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -0.8% | +6.7% | -7.5% | -3.2% |
| 30D | -15.4% | +14.8% | -30.2% | -19.8% |
| 3M | +3.5% | +16.9% | -13.4% | -2.6% |
| 6M | -0.3% | +30.2% | -30.5% | -10.5% |
| YTD | -7.3% | +5.5% | -12.8% | -10.5% |
| 1Y | -1.1% | -4.6% | +3.5% | -1.1% |
| 3Y | +95.1% | +57.2% | +37.8% | +59.1% |
| 5Y | +80.6% | +12.1% | +68.5% | +64.1% |
| 10Y | +410.1% | +361.6% | +48.6% | +237.8% |
| All | +1,511.3% | +962.9% | +548.4% | +968.7% |
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