+365.6%
NDAQ vs SONY
+286.8%
+78.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | -6.8% | -5.8% | -1.0% | -5.0% |
| 30D | -3.2% | -0.4% | -2.8% | -3.1% |
| 3M | +6.5% | +13.3% | -6.8% | +2.1% |
| 6M | +5.7% | +8.5% | -2.7% | +2.3% |
| YTD | -4.6% | -8.1% | +3.5% | -2.8% |
| 1Y | -1.6% | -17.9% | +16.3% | +3.6% |
| 3Y | +86.4% | +41.4% | +45.0% | +60.1% |
| 5Y | +50.3% | +9.3% | +41.0% | +38.1% |
| All | +365.6% | +286.8% | +78.8% | +199.1% |
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