+139.2%
SLB vs SONY
+11.4%
+127.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.4% |
| 7D | +0.4% | -5.2% | +5.6% | +1.8% |
| 30D | +13.6% | +0.3% | +13.3% | +13.4% |
| 3M | +1.5% | +6.2% | -4.7% | -0.4% |
| 6M | +23.0% | +9.5% | +13.5% | +19.5% |
| YTD | +51.2% | -8.1% | +59.3% | +53.7% |
| 1Y | +63.5% | -17.9% | +81.4% | +70.6% |
| 3Y | +2.5% | +41.5% | -39.0% | -8.8% |
| 5Y | +139.2% | +11.8% | +127.4% | +123.1% |
| All | +139.2% | +11.4% | +127.8% | +123.1% |
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