-15.7%
SHOP vs SONY
+9.8%
-25.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | -10.6% | -4.9% | -5.7% | -6.3% |
| 30D | -18.3% | -1.6% | -16.7% | -17.2% |
| 3M | +14.8% | +10.0% | +4.8% | +4.9% |
| 6M | -5.0% | +8.4% | -13.4% | -14.1% |
| YTD | -21.2% | -8.4% | -12.8% | -16.5% |
| 1Y | -11.6% | -18.4% | +6.7% | +4.1% |
| 3Y | +101.2% | +41.0% | +60.3% | +20.8% |
| 5Y | -15.7% | +9.3% | -25.0% | -25.6% |
| All | -15.7% | +9.8% | -25.5% | -25.6% |
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 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