+171.6%
SONY vs BG
+1,181.2%
-1,009.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -1.6% | +10.3% | -11.9% | -4.2% |
| 3M | +10.0% | -1.9% | +11.9% | +9.9% |
| 6M | +8.4% | +5.2% | +3.2% | +6.0% |
| YTD | -8.4% | +41.2% | -49.6% | -17.2% |
| 1Y | -18.4% | +50.5% | -68.9% | -27.8% |
| 3Y | +41.0% | +19.9% | +21.1% | +29.9% |
| 5Y | +9.3% | +86.7% | -77.4% | -13.3% |
| 10Y | +281.7% | +167.5% | +114.2% | +156.3% |
| All | +171.6% | +1,181.2% | -1,009.5% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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