+818.4%
SLB vs SONY
+599.9%
+218.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -4.3% | +5.2% | -9.5% | -5.9% |
| 30D | +1.9% | +10.7% | -8.8% | -1.4% |
| 3M | -5.7% | +12.1% | -17.8% | -9.3% |
| 6M | -5.3% | +32.6% | -37.9% | -13.8% |
| YTD | +32.2% | +4.3% | +27.8% | +28.9% |
| 1Y | +38.5% | -4.5% | +43.0% | +38.5% |
| 3Y | +1.1% | +56.9% | -55.8% | -14.7% |
| 5Y | +70.3% | +12.5% | +57.8% | +55.8% |
| 10Y | -17.3% | +371.7% | -389.0% | -50.9% |
| All | +818.4% | +599.9% | +218.5% | +289.5% |
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