+279.1%
SONY vs M
-5.5%
+284.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | -4.9% | -4.1% | -0.8% | -4.5% |
| 30D | -1.6% | -13.6% | +12.0% | 0.0% |
| 3M | +10.0% | -2.3% | +12.3% | +10.0% |
| 6M | +8.4% | +21.9% | -13.5% | +5.5% |
| YTD | -8.4% | -0.6% | -7.8% | -8.9% |
| 1Y | -18.4% | +29.7% | -48.1% | -21.4% |
| 3Y | +41.0% | +107.3% | -66.3% | +24.7% |
| 5Y | +9.3% | +20.5% | -11.2% | +0.3% |
| All | +279.1% | -5.5% | +284.6% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling