-18.1%
SONY vs FIVE
+66.5%
-84.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +1.5% | +2.7% | -1.2% | +1.1% |
| 3M | +13.0% | +21.1% | -8.1% | +10.1% |
| 6M | +11.2% | +11.9% | -0.7% | +9.2% |
| YTD | -6.6% | +29.9% | -36.5% | -11.8% |
| 1Y | -18.1% | +67.8% | -85.9% | -27.2% |
| All | -18.1% | +66.5% | -84.6% | -27.2% |
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