+634.6%
P vs SONY
+373.2%
+261.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.7% |
| 7D | +11.6% | +0.3% | +11.4% | +11.4% |
| 30D | -23.7% | +11.1% | -34.8% | -29.0% |
| 3M | -8.0% | +14.7% | -22.6% | -16.5% |
| 6M | +27.9% | +18.8% | +9.1% | +12.6% |
| YTD | +61.2% | +5.7% | +55.4% | +50.8% |
| 1Y | +28.6% | -8.1% | +36.7% | +30.8% |
| 3Y | +200.5% | +64.0% | +136.5% | +108.7% |
| 5Y | +282.9% | +12.6% | +270.3% | +229.7% |
| All | +634.6% | +373.2% | +261.4% | +217.7% |
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 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