+363.5%
SE vs SONY
+278.4%
+85.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.1% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -20.9% | +11.1% | -32.1% | -27.1% |
| 3M | -38.9% | +14.7% | -53.5% | -45.1% |
| 6M | -19.4% | +18.8% | -38.2% | -29.9% |
| YTD | -40.9% | +5.7% | -46.7% | -44.3% |
| 1Y | -46.2% | -8.1% | -38.1% | -44.0% |
| 3Y | +63.7% | +64.0% | -0.3% | +4.3% |
| 5Y | -77.9% | +12.6% | -90.6% | -81.2% |
| All | +363.5% | +278.4% | +85.0% | +99.6% |
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 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