+448.1%
SN vs SONY
+44.2%
+403.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | +7.6% | +5.2% | +2.4% | +5.7% |
| 30D | +22.4% | +10.7% | +11.7% | +18.4% |
| 3M | +21.7% | +12.1% | +9.5% | +16.8% |
| 6M | +102.8% | +32.6% | +70.3% | +81.9% |
| YTD | +102.4% | +4.3% | +98.1% | +98.0% |
| 1Y | +139.0% | -4.5% | +143.5% | +140.9% |
| 3Y | +440.4% | +56.9% | +383.5% | +365.3% |
| All | +448.1% | +44.2% | +403.9% | +372.7% |
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