-78.0%
SE vs SONY
+12.1%
-90.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | -0.1% |
| 7D | -0.5% | +0.3% | -0.7% | -0.7% |
| 30D | -20.9% | +11.1% | -32.1% | -27.8% |
| 3M | -38.9% | +14.7% | -53.5% | -45.9% |
| 6M | -19.4% | +18.8% | -38.2% | -31.3% |
| YTD | -40.9% | +5.7% | -46.7% | -44.7% |
| 1Y | -46.2% | -8.1% | -38.1% | -43.4% |
| 3Y | +63.7% | +64.0% | -0.3% | -11.0% |
| All | -78.0% | +12.1% | -90.1% | -82.4% |
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