-11.3%
SIRI vs SONY
+293.1%
-304.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +0.6% | -2.7% | +3.2% | +1.4% |
| 30D | +2.5% | +1.5% | +1.0% | +1.9% |
| 3M | +6.6% | +13.0% | -6.4% | +2.2% |
| 6M | +32.9% | +11.2% | +21.7% | +27.5% |
| YTD | +50.5% | -6.6% | +57.1% | +52.3% |
| 1Y | +28.0% | -18.1% | +46.1% | +34.9% |
| 3Y | -22.4% | +42.1% | -64.5% | -32.6% |
| 5Y | -41.3% | +11.0% | -52.3% | -46.3% |
| All | -11.3% | +293.1% | -304.4% | -44.9% |
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 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