+57.2%
SONY vs EXPD
+68.8%
-11.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +6.7% | -7.2% | +13.9% | +8.0% |
| 30D | +14.8% | -3.3% | +18.1% | +15.3% |
| 3M | +16.9% | +3.4% | +13.5% | +15.8% |
| 6M | +30.2% | +22.7% | +7.6% | +24.0% |
| YTD | +5.5% | +24.5% | -19.1% | -0.9% |
| 1Y | -4.6% | +38.6% | -43.2% | -13.2% |
| 3Y | +57.2% | +71.5% | -14.3% | +28.7% |
| All | +57.2% | +68.8% | -11.6% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling