+210.0%
SHEL vs SONY
+293.1%
-83.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +4.1% | -2.7% | +6.8% | +4.8% |
| 30D | +8.4% | +1.5% | +6.9% | +7.8% |
| 3M | +13.7% | +13.0% | +0.7% | +9.4% |
| 6M | +12.7% | +11.2% | +1.5% | +8.5% |
| YTD | +35.3% | -6.6% | +41.9% | +36.9% |
| 1Y | +39.4% | -18.1% | +57.5% | +46.1% |
| 3Y | +71.5% | +42.1% | +29.4% | +47.5% |
| 5Y | +195.0% | +11.0% | +184.0% | +168.9% |
| All | +210.0% | +293.1% | -83.1% | +94.3% |
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