+589.4%
SE vs SONY
+243.3%
+346.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.2% |
| 7D | -6.1% | -1.2% | -4.9% | -5.3% |
| 30D | -2.5% | +9.4% | -11.9% | -8.8% |
| 3M | +21.7% | +10.5% | +11.2% | +12.4% |
| 6M | +27.0% | +11.7% | +15.3% | +15.9% |
| YTD | -12.1% | -4.1% | -8.1% | -10.5% |
| 1Y | -40.9% | -11.8% | -29.1% | -36.8% |
| 3Y | +191.0% | +45.9% | +145.1% | +103.5% |
| 5Y | -68.3% | +16.3% | -84.6% | -73.0% |
| All | +589.4% | +243.3% | +346.0% | +220.9% |
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