+29.6%
SNOW vs SONY
+58.2%
-28.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -1.0% | +1.5% | -2.5% | -2.1% |
| 3M | +36.9% | +13.0% | +23.9% | +25.8% |
| 6M | +83.4% | +11.2% | +72.1% | +68.6% |
| YTD | +50.0% | -6.6% | +56.6% | +54.5% |
| 1Y | +46.5% | -18.1% | +64.6% | +63.4% |
| 3Y | +93.3% | +42.1% | +51.3% | +35.5% |
| 5Y | +3.3% | +11.0% | -7.8% | -11.9% |
| All | +29.6% | +58.2% | -28.6% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling