+368.5%
SONY vs FIVE
+505.3%
-136.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +0.9% |
| 7D | -3.2% | +2.4% | -5.6% | -3.7% |
| 30D | +9.6% | +15.8% | -6.3% | +6.4% |
| 3M | +13.3% | +3.8% | +9.5% | +12.1% |
| 6M | +20.3% | +18.5% | +1.8% | +15.4% |
| YTD | +4.1% | +31.2% | -27.1% | -2.4% |
| 1Y | -11.9% | +61.8% | -73.7% | -20.8% |
| 3Y | +56.6% | +39.9% | +16.7% | +38.1% |
| 5Y | +10.9% | +18.3% | -7.4% | -1.8% |
| All | +368.5% | +505.3% | -136.8% | +206.0% |
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