+70.3%
SLB vs SONY
+12.1%
+58.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -4.3% | +5.2% | -9.5% | -5.5% |
| 30D | +1.9% | +10.7% | -8.8% | -0.7% |
| 3M | -5.7% | +12.1% | -17.8% | -8.6% |
| 6M | -5.3% | +32.6% | -37.9% | -12.2% |
| YTD | +32.2% | +4.3% | +27.8% | +29.8% |
| 1Y | +38.5% | -4.5% | +43.0% | +38.9% |
| 3Y | +1.1% | +56.9% | -55.8% | -11.5% |
| 5Y | +70.3% | +12.5% | +57.8% | +57.4% |
| All | +70.3% | +12.1% | +58.2% | +57.4% |
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 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