+280.4%
SONY vs CAPR
-78.6%
+359.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.4% |
| 7D | -5.8% | -10.6% | +4.8% | -5.6% |
| 30D | -0.4% | +111.2% | -111.6% | -1.5% |
| 3M | +13.3% | -67.2% | +80.5% | +13.8% |
| 6M | +8.5% | -75.1% | +83.6% | +9.3% |
| YTD | -8.1% | -71.2% | +63.1% | -7.7% |
| 1Y | -17.9% | +31.1% | -49.0% | -21.9% |
| 3Y | +41.4% | +31.3% | +10.1% | +30.9% |
| 5Y | +9.3% | +69.4% | -60.1% | -0.6% |
| All | +280.4% | -78.6% | +359.0% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling