+385.4%
SAN vs SONY
+8.4%
+377.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -4.9% | +4.4% | +1.6% |
| 30D | -0.1% | -1.6% | +1.5% | +0.5% |
| 3M | +19.6% | +10.0% | +9.6% | +14.2% |
| 6M | +32.7% | +8.4% | +24.3% | +27.0% |
| YTD | +26.7% | -8.4% | +35.1% | +30.2% |
| 1Y | +51.6% | -18.4% | +70.0% | +63.1% |
| 3Y | +348.7% | +41.0% | +307.8% | +268.1% |
| All | +385.4% | +8.4% | +377.0% | +313.5% |
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