+286.6%
SONY vs BR
+189.7%
+96.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +13.0% | +17.3% | -4.3% | +4.9% |
| 6M | +11.2% | -6.7% | +17.9% | +13.6% |
| YTD | -6.6% | -23.4% | +16.8% | +3.8% |
| 1Y | -18.1% | -32.7% | +14.5% | -3.4% |
| 3Y | +42.1% | -5.9% | +48.0% | +41.2% |
| 5Y | +11.0% | +8.4% | +2.6% | +0.8% |
| All | +286.6% | +189.7% | +96.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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