+47.5%
SGI vs SONY
+8.8%
+38.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -4.9% | -5.8% | +0.9% | -2.3% |
| 30D | +1.6% | -0.4% | +2.0% | +1.6% |
| 3M | -3.2% | +13.3% | -16.5% | -9.4% |
| 6M | -16.0% | +8.5% | -24.5% | -20.3% |
| YTD | -25.4% | -8.1% | -17.3% | -23.3% |
| 1Y | -21.6% | -17.9% | -3.7% | -15.3% |
| 3Y | +52.9% | +41.4% | +11.4% | +18.8% |
| 5Y | +47.5% | +9.3% | +38.2% | +29.1% |
| All | +47.5% | +8.8% | +38.7% | +29.1% |
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