-13.1%
SLB vs SONY
+373.2%
-386.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +6.5% | +11.1% | -4.6% | +2.2% |
| 3M | -0.2% | +14.7% | -14.9% | -5.6% |
| 6M | -5.7% | +18.8% | -24.5% | -12.4% |
| YTD | +36.8% | +5.7% | +31.1% | +32.3% |
| 1Y | +45.8% | -8.1% | +53.8% | +48.5% |
| 3Y | +3.4% | +64.0% | -60.6% | -18.9% |
| 5Y | +76.1% | +12.6% | +63.5% | +59.1% |
| All | -13.1% | +373.2% | -386.3% | -49.3% |
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