+6,354.3%
SO vs SONY
+609.3%
+5,744.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +4.7% | +11.1% | -6.4% | +3.6% |
| 3M | +1.7% | +14.7% | -13.0% | +0.2% |
| 6M | +2.2% | +18.8% | -16.6% | +0.2% |
| YTD | +10.0% | +5.7% | +4.2% | +8.9% |
| 1Y | +6.0% | -8.1% | +14.1% | +6.6% |
| 3Y | +54.1% | +64.0% | -9.9% | +44.5% |
| 5Y | +79.6% | +12.6% | +67.0% | +73.7% |
| 10Y | +195.5% | +373.8% | -178.3% | +145.1% |
| All | +6,354.3% | +609.3% | +5,744.9% | +4,474.1% |
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