+51,606.1%
SCHW vs SONY
+516.3%
+51,089.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.8% | -5.8% | +3.0% | -0.3% |
| 30D | -0.1% | -0.4% | +0.3% | +0.1% |
| 3M | +20.6% | +13.3% | +7.3% | +13.8% |
| 6M | +15.9% | +8.5% | +7.5% | +10.9% |
| YTD | +8.5% | -8.1% | +16.6% | +10.9% |
| 1Y | +17.8% | -17.9% | +35.8% | +25.8% |
| 3Y | +88.5% | +41.4% | +47.1% | +54.1% |
| 5Y | +60.6% | +9.3% | +51.3% | +43.3% |
| 10Y | +298.0% | +283.0% | +15.0% | +93.1% |
| All | +51,606.1% | +516.3% | +51,089.8% | +16,137.6% |
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