+371.7%
SONY vs FIVE
+562.8%
-191.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +5.2% | +7.3% | -2.1% | +3.7% |
| 30D | +10.7% | +18.1% | -7.3% | +7.2% |
| 3M | +12.1% | +7.7% | +4.4% | +10.2% |
| 6M | +32.6% | +13.6% | +18.9% | +28.1% |
| YTD | +4.3% | +34.6% | -30.3% | -2.7% |
| 1Y | -4.5% | +66.2% | -70.8% | -14.6% |
| 3Y | +56.9% | +43.5% | +13.4% | +37.7% |
| 5Y | +12.5% | +20.7% | -8.2% | -0.8% |
| 10Y | +371.7% | +541.5% | -169.7% | +206.1% |
| All | +371.7% | +562.8% | -191.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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