+562.3%
SE vs SONY
+228.8%
+333.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.2% |
| 7D | -4.8% | -5.8% | +1.0% | -0.9% |
| 30D | -18.1% | -0.4% | -17.7% | -18.2% |
| 3M | +30.6% | +13.3% | +17.3% | +18.4% |
| 6M | +20.8% | +8.5% | +12.3% | +12.6% |
| YTD | -15.6% | -8.1% | -7.5% | -11.5% |
| 1Y | -44.2% | -17.9% | -26.3% | -37.2% |
| 3Y | +181.5% | +41.4% | +140.1% | +100.5% |
| 5Y | -66.9% | +9.3% | -76.2% | -70.7% |
| All | +562.3% | +228.8% | +333.5% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling