+11.8%
SONY vs FIVE
+38.7%
-26.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.3% |
| 7D | -5.2% | +3.7% | -8.8% | -5.7% |
| 30D | +0.3% | +4.0% | -3.7% | -0.5% |
| 3M | +6.2% | +36.2% | -30.0% | +0.8% |
| 6M | +9.5% | +18.0% | -8.5% | +5.9% |
| YTD | -8.1% | +34.9% | -43.0% | -13.2% |
| 1Y | -17.9% | +67.9% | -85.8% | -25.5% |
| 3Y | +41.5% | +57.3% | -15.8% | +25.7% |
| 5Y | +11.8% | +39.5% | -27.7% | -0.8% |
| All | +11.8% | +38.7% | -26.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling