+66.2%
NDAQ vs SONY
+12.1%
+54.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +18.0% | +11.1% | +6.8% | +14.4% |
| 3M | +11.5% | +14.7% | -3.1% | +7.1% |
| 6M | +21.1% | +18.8% | +2.3% | +14.8% |
| YTD | +12.8% | +5.7% | +7.1% | +10.3% |
| 1Y | +25.7% | -8.1% | +33.8% | +28.1% |
| 3Y | +116.8% | +64.0% | +52.8% | +80.7% |
| All | +66.2% | +12.1% | +54.1% | +50.3% |
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