+958.5%
SLB vs SONY
+543.6%
+414.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +15.8% | +9.4% | +6.4% | +12.7% |
| 3M | -0.3% | +10.5% | -10.8% | -3.7% |
| 6M | +21.3% | +11.7% | +9.7% | +16.6% |
| YTD | +52.3% | -4.1% | +56.4% | +53.0% |
| 1Y | +63.6% | -11.8% | +75.4% | +67.8% |
| 3Y | +3.8% | +45.9% | -42.1% | -10.4% |
| 5Y | +128.6% | +16.3% | +112.4% | +107.8% |
| 10Y | -3.1% | +297.6% | -300.7% | -39.4% |
| All | +958.5% | +543.6% | +414.9% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling