+153.1%
SO vs SONY
+293.1%
-140.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | -5.0% | +1.5% | -6.5% | -5.3% |
| 3M | -5.8% | +13.0% | -18.8% | -7.7% |
| 6M | -7.9% | +11.2% | -19.2% | -9.8% |
| YTD | +2.4% | -6.6% | +9.1% | +3.1% |
| 1Y | -2.3% | -18.1% | +15.9% | +0.2% |
| 3Y | +41.9% | +42.1% | -0.2% | +30.2% |
| 5Y | +58.1% | +11.0% | +47.0% | +49.1% |
| All | +153.1% | +293.1% | -140.0% | +89.1% |
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 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