+56.2%
SAP vs SONY
+9.8%
+46.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -4.9% | +4.6% | +1.8% |
| 30D | +0.3% | -1.6% | +1.9% | +0.8% |
| 3M | +16.9% | +10.0% | +6.9% | +12.3% |
| 6M | +6.3% | +8.4% | -2.1% | +2.4% |
| YTD | -12.4% | -8.4% | -4.0% | -10.0% |
| 1Y | -21.6% | -18.4% | -3.3% | -16.0% |
| 3Y | +54.8% | +41.0% | +13.8% | +27.1% |
| 5Y | +56.2% | +9.3% | +46.9% | +40.0% |
| All | +56.2% | +9.8% | +46.4% | +40.0% |
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