-6.7%
SBUX vs SONY
+9.6%
-16.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -8.5% | +1.5% | -10.0% | -9.0% |
| 3M | -2.9% | +13.0% | -15.9% | -7.4% |
| 6M | -1.5% | +11.2% | -12.7% | -6.0% |
| YTD | +19.4% | -6.6% | +26.0% | +21.4% |
| 1Y | +22.9% | -18.1% | +41.1% | +30.7% |
| 3Y | +11.3% | +42.1% | -30.8% | -8.9% |
| All | -6.7% | +9.6% | -16.4% | -17.9% |
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