-67.5%
S vs SONY
+11.0%
-78.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +1.2% | +2.1% | -0.8% | -0.8% |
| 30D | -7.3% | +9.2% | -16.5% | -13.6% |
| 3M | +5.9% | +12.2% | -6.3% | -3.6% |
| 6M | +45.6% | +24.4% | +21.2% | +22.3% |
| YTD | +58.5% | +3.5% | +55.1% | +51.0% |
| 1Y | +37.6% | -9.2% | +46.8% | +44.4% |
| 3Y | +51.7% | +55.6% | -3.9% | -7.9% |
| 5Y | -67.5% | +12.0% | -79.4% | -70.4% |
| All | -67.5% | +11.0% | -78.5% | -70.4% |
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 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