-2.6%
SLB vs SONY
+276.5%
-279.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.9% | -4.9% | +3.1% | -0.1% |
| 30D | +7.8% | -1.6% | +9.4% | +8.3% |
| 3M | +2.7% | +10.0% | -7.3% | -1.4% |
| 6M | +22.2% | +8.4% | +13.7% | +17.5% |
| YTD | +51.1% | -8.4% | +59.5% | +54.6% |
| 1Y | +63.3% | -18.4% | +81.7% | +73.7% |
| 3Y | +2.4% | +41.0% | -38.5% | -14.9% |
| 5Y | +139.3% | +9.3% | +130.1% | +116.3% |
| 10Y | -2.6% | +281.7% | -284.3% | -39.4% |
| All | -2.6% | +276.5% | -279.1% | -39.4% |
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