-8.1%
SONY vs FIVE
+62.4%
-70.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | +11.1% | +12.7% | -1.5% | +9.6% |
| 3M | +14.7% | +2.1% | +12.6% | +14.1% |
| 6M | +18.8% | +17.5% | +1.3% | +16.3% |
| YTD | +5.7% | +31.0% | -25.2% | +0.2% |
| 1Y | -8.1% | +67.7% | -75.8% | -17.2% |
| All | -8.1% | +62.4% | -70.5% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling