+291.1%
P vs SONY
+11.4%
+279.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.8% |
| 7D | +7.8% | -5.2% | +13.0% | +10.7% |
| 30D | +12.3% | +0.3% | +12.0% | +11.7% |
| 3M | +37.1% | +6.2% | +30.9% | +31.2% |
| 6M | +66.1% | +9.5% | +56.5% | +55.5% |
| YTD | +50.9% | -8.1% | +59.0% | +55.4% |
| 1Y | +27.2% | -17.9% | +45.1% | +39.1% |
| 3Y | +158.7% | +41.5% | +117.2% | +100.4% |
| 5Y | +291.1% | +11.8% | +279.3% | +243.8% |
| All | +291.1% | +11.4% | +279.7% | +243.8% |
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