+59.5%
SCHW vs SONY
+9.6%
+49.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -1.9% | -2.7% | +0.8% | -1.1% |
| 30D | -1.6% | +1.5% | -3.2% | -2.1% |
| 3M | +21.3% | +13.0% | +8.3% | +16.7% |
| 6M | +16.5% | +11.2% | +5.3% | +12.3% |
| YTD | +8.4% | -6.6% | +15.1% | +10.0% |
| 1Y | +15.6% | -18.1% | +33.8% | +21.9% |
| 3Y | +86.8% | +42.1% | +44.8% | +60.9% |
| All | +59.5% | +9.6% | +49.9% | +50.4% |
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 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