+1,710.6%
SAN vs SONY
+598.6%
+1,112.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +1.0% | -3.2% | +4.2% | +2.4% |
| 30D | -9.4% | +9.6% | -18.9% | -12.9% |
| 3M | -17.1% | +13.3% | -30.4% | -21.5% |
| 6M | +2.2% | +20.3% | -18.1% | -6.2% |
| YTD | +6.0% | +4.1% | +1.8% | +2.9% |
| 1Y | +12.7% | -11.9% | +24.6% | +17.0% |
| 3Y | +242.1% | +56.6% | +185.6% | +173.9% |
| 5Y | +293.6% | +10.9% | +282.7% | +257.9% |
| 10Y | +266.1% | +366.6% | -100.5% | +77.8% |
| All | +1,710.6% | +598.6% | +1,112.0% | +541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling