+335.4%
SAN vs SONY
+286.8%
+48.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.8% | -5.8% | +3.0% | -0.3% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | +22.7% | +13.3% | +9.4% | +15.5% |
| 6M | +28.8% | +8.5% | +20.3% | +23.1% |
| YTD | +26.3% | -8.1% | +34.4% | +29.6% |
| 1Y | +48.8% | -17.9% | +66.8% | +59.6% |
| 3Y | +347.2% | +41.4% | +305.8% | +267.4% |
| 5Y | +383.8% | +9.3% | +374.5% | +336.3% |
| All | +335.4% | +286.8% | +48.6% | +141.2% |
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