+526.5%
P vs SONY
+432.3%
+94.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.8% |
| 7D | -4.7% | +2.1% | -6.8% | -6.4% |
| 30D | -31.4% | +9.2% | -40.6% | -35.2% |
| 3M | -2.6% | +12.2% | -14.8% | -9.8% |
| 6M | +21.9% | +24.4% | -2.5% | +5.8% |
| YTD | +58.9% | +3.5% | +55.5% | +51.3% |
| 1Y | +21.7% | -9.2% | +30.9% | +24.2% |
| 3Y | +193.3% | +55.6% | +137.7% | +119.5% |
| 5Y | +275.1% | +12.0% | +263.2% | +228.5% |
| 10Y | +655.3% | +363.7% | +291.7% | +288.9% |
| All | +526.5% | +432.3% | +94.2% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling