+67.1%
SONY vs FIVE
+42.1%
+25.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.4% |
| 7D | +6.1% | +6.2% | -0.1% | +5.3% |
| 30D | +12.2% | +18.2% | -6.0% | +10.1% |
| 3M | +15.3% | +3.8% | +11.5% | +14.6% |
| 6M | +34.3% | +13.7% | +20.6% | +31.9% |
| YTD | +5.7% | +34.7% | -29.0% | +1.8% |
| 1Y | -2.3% | +66.6% | -69.0% | -8.1% |
| 3Y | +67.1% | +44.3% | +22.9% | +50.7% |
| All | +67.1% | +42.1% | +25.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling