-70.6%
S vs SONY
+10.2%
-80.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | +0.6% |
| 7D | -5.8% | -5.2% | -0.7% | -2.4% |
| 30D | -9.2% | +0.3% | -9.5% | -9.8% |
| 3M | +23.4% | +6.2% | +17.1% | +17.1% |
| 6M | +36.9% | +9.5% | +27.4% | +26.0% |
| YTD | +29.5% | -8.1% | +37.6% | +35.0% |
| 1Y | +5.4% | -17.9% | +23.4% | +18.7% |
| 3Y | +14.7% | +41.5% | -26.8% | -25.0% |
| All | -70.6% | +10.2% | -80.8% | -72.9% |
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