+2,439.3%
SAP vs SONY
+538.9%
+1,900.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | -3.9% | -3.2% | -0.7% | -2.6% |
| 30D | +6.5% | +9.6% | -3.1% | +2.7% |
| 3M | +14.7% | +13.3% | +1.4% | +9.0% |
| 6M | +39.9% | +20.3% | +19.6% | +29.9% |
| YTD | -2.0% | +4.1% | -6.1% | -4.2% |
| 1Y | -6.0% | -11.9% | +5.9% | -2.1% |
| 3Y | +67.7% | +56.6% | +11.1% | +35.4% |
| 5Y | +78.8% | +10.9% | +67.8% | +63.3% |
| 10Y | +229.3% | +366.6% | -137.4% | +62.2% |
| All | +2,439.3% | +538.9% | +1,900.5% | +931.0% |
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 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