+652.6%
P vs SONY
+366.6%
+286.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | -13.3% | +5.2% | -18.5% | -16.5% |
| 30D | -34.0% | +10.7% | -44.7% | -38.5% |
| 3M | +4.1% | +12.1% | -8.1% | -4.4% |
| 6M | +30.5% | +32.6% | -2.1% | +7.6% |
| YTD | +52.2% | +4.3% | +47.9% | +43.5% |
| 1Y | +10.3% | -4.5% | +14.8% | +9.3% |
| 3Y | +180.9% | +56.9% | +124.0% | +100.3% |
| 5Y | +259.7% | +12.5% | +247.2% | +209.7% |
| 10Y | +652.6% | +371.7% | +280.9% | +227.4% |
| All | +652.6% | +366.6% | +286.0% | +227.4% |
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