+10.5%
SHW vs SONY
+8.8%
+1.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.5% | -5.8% | +1.3% | -2.9% |
| 30D | -12.7% | -0.4% | -12.3% | -12.6% |
| 3M | +4.7% | +13.3% | -8.6% | +0.7% |
| 6M | -3.4% | +8.5% | -11.9% | -6.3% |
| YTD | -1.3% | -8.1% | +6.8% | +0.3% |
| 1Y | -10.4% | -17.9% | +7.6% | -6.2% |
| 3Y | +20.1% | +41.4% | -21.3% | +4.2% |
| 5Y | +10.5% | +9.3% | +1.2% | 0.0% |
| All | +10.5% | +8.8% | +1.7% | 0.0% |
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