+375.7%
SONY vs CAPR
-65.7%
+441.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.5% | +1.6% |
| 7D | +0.3% | +5.9% | -5.6% | +0.1% |
| 30D | +11.1% | +44.6% | -33.5% | +10.5% |
| 3M | +14.7% | +126.4% | -111.7% | +13.1% |
| 6M | +18.8% | -68.6% | +87.4% | +19.2% |
| YTD | +5.7% | -67.0% | +72.7% | +5.9% |
| 1Y | -8.1% | +65.2% | -73.2% | -12.8% |
| 3Y | +64.0% | +235.6% | -171.6% | +49.1% |
| 5Y | +12.6% | +175.4% | -162.8% | +1.6% |
| All | +375.7% | -65.7% | +441.4% | +310.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling