+160.5%
SONY vs BR
+1,282.8%
-1,122.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -5.8% | -6.0% | +0.2% | -3.0% |
| 30D | -0.4% | -0.9% | +0.5% | 0.0% |
| 3M | +13.3% | +16.4% | -3.1% | +4.9% |
| 6M | +8.5% | -8.2% | +16.7% | +11.7% |
| YTD | -8.1% | -23.2% | +15.1% | +2.3% |
| 1Y | -17.9% | -30.9% | +13.0% | -4.0% |
| 3Y | +41.4% | -5.0% | +46.4% | +39.9% |
| 5Y | +9.3% | +8.8% | +0.5% | -0.8% |
| 10Y | +283.0% | +190.1% | +92.9% | +105.1% |
| All | +160.5% | +1,282.8% | -1,122.4% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling