-47.6%
S vs SONY
+39.6%
-87.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.7% |
| 7D | +4.1% | -3.2% | +7.3% | +6.2% |
| 30D | -7.2% | +9.6% | -16.7% | -13.5% |
| 3M | 0.0% | +13.3% | -13.3% | -9.4% |
| 6M | +41.6% | +20.3% | +21.3% | +22.4% |
| YTD | +48.6% | +4.1% | +44.5% | +40.9% |
| 1Y | +30.0% | -11.9% | +41.9% | +39.5% |
| 3Y | +42.2% | +56.6% | -14.4% | -12.1% |
| 5Y | -70.8% | +10.9% | -81.7% | -74.3% |
| All | -47.6% | +39.6% | -87.1% | -58.7% |
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