-5.0%
SONY vs BIYA
-99.8%
+94.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | +1.5% | -17.5% | +19.0% | +1.7% |
| 3M | +13.0% | -78.0% | +91.0% | +13.1% |
| 6M | +11.2% | -89.5% | +100.7% | +12.4% |
| YTD | -6.6% | -94.3% | +87.6% | -4.8% |
| 1Y | -18.1% | -98.6% | +80.5% | -13.2% |
| All | -5.0% | -99.8% | +94.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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