+29.1%
Q vs SONY
-7.5%
+36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.1% |
| 7D | +11.5% | -3.2% | +14.7% | +11.6% |
| 30D | -0.2% | +9.6% | -9.7% | -1.5% |
| 3M | -13.6% | +13.3% | -26.8% | -15.6% |
| 6M | -27.0% | +20.3% | -47.3% | -29.5% |
| YTD | +50.5% | +4.1% | +46.4% | +49.1% |
| 1Y | +33.8% | -11.9% | +45.7% | +37.4% |
| All | +29.1% | -7.5% | +36.6% | +30.4% |
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