+281.7%
SONY vs FIVE
+486.0%
-204.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.1% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | -1.6% | +5.0% | -6.6% | -2.6% |
| 3M | +10.0% | +29.5% | -19.5% | +4.4% |
| 6M | +8.4% | +12.4% | -4.0% | +5.0% |
| YTD | -8.4% | +31.2% | -39.6% | -14.0% |
| 1Y | -18.4% | +72.9% | -91.2% | -27.5% |
| 3Y | +41.0% | +53.0% | -12.1% | +22.0% |
| 5Y | +9.3% | +34.2% | -24.9% | -5.8% |
| 10Y | +281.7% | +497.6% | -215.9% | +157.9% |
| All | +281.7% | +486.0% | -204.3% | +157.9% |
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