+15.4%
SOFI vs SONY
+9.6%
+5.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.7% |
| 7D | -4.9% | -2.7% | -2.3% | -2.9% |
| 30D | -3.5% | +1.5% | -5.0% | -5.2% |
| 3M | +3.9% | +13.0% | -9.1% | -8.7% |
| 6M | -6.5% | +11.2% | -17.7% | -17.6% |
| YTD | -33.8% | -6.6% | -27.2% | -32.0% |
| 1Y | -33.3% | -18.1% | -15.2% | -22.3% |
| 3Y | +94.6% | +42.1% | +52.5% | +27.2% |
| All | +15.4% | +9.6% | +5.7% | +0.9% |
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 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