+548.9%
SONY vs EXPD
+30,859.1%
-30,310.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -1.2% | -1.1% | 0.0% | -0.9% |
| 30D | +9.4% | +4.1% | +5.4% | +8.3% |
| 3M | +10.5% | +17.9% | -7.4% | +5.7% |
| 6M | +11.7% | +29.2% | -17.5% | +4.2% |
| YTD | -4.1% | +27.4% | -31.4% | -10.6% |
| 1Y | -11.8% | +56.8% | -68.6% | -22.3% |
| 3Y | +45.9% | +68.0% | -22.1% | +25.3% |
| 5Y | +16.3% | +61.9% | -45.6% | 0.0% |
| 10Y | +297.6% | +316.0% | -18.4% | +171.1% |
| All | +548.9% | +30,859.1% | -30,310.1% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling