+975.3%
SONY vs FIVE
+868.1%
+107.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.5% |
| 7D | -1.2% | +4.3% | -5.4% | -2.0% |
| 30D | +9.4% | +12.5% | -3.1% | +6.9% |
| 3M | +10.5% | +31.2% | -20.8% | +4.7% |
| 6M | +11.7% | +14.4% | -2.7% | +7.9% |
| YTD | -4.1% | +33.9% | -38.0% | -10.1% |
| 1Y | -11.8% | +65.1% | -76.8% | -20.8% |
| 3Y | +45.9% | +49.0% | -3.1% | +27.2% |
| 5Y | +16.3% | +30.3% | -14.0% | +1.1% |
| 10Y | +297.6% | +481.1% | -183.5% | +147.0% |
| All | +975.3% | +868.1% | +107.2% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling