+5,976.4%
SO vs SONY
+543.6%
+5,432.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -4.6% | +9.4% | -14.0% | -5.5% |
| 3M | -3.0% | +10.5% | -13.5% | -4.1% |
| 6M | -8.3% | +11.7% | -19.9% | -9.5% |
| YTD | +3.5% | -4.1% | +7.6% | +3.6% |
| 1Y | -0.9% | -11.8% | +10.9% | -0.1% |
| 3Y | +45.4% | +45.9% | -0.5% | +37.9% |
| 5Y | +59.6% | +16.3% | +43.3% | +53.7% |
| 10Y | +156.6% | +297.6% | -141.0% | +116.5% |
| All | +5,976.4% | +543.6% | +5,432.8% | +4,250.9% |
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