+11.8%
SONY vs M
+24.8%
-13.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.8% |
| 7D | -5.2% | +2.4% | -7.5% | -5.5% |
| 30D | +0.3% | -11.6% | +11.9% | +2.0% |
| 3M | +6.2% | +1.6% | +4.6% | +5.6% |
| 6M | +9.5% | +25.2% | -15.7% | +5.5% |
| YTD | -8.1% | +3.8% | -11.8% | -9.3% |
| 1Y | -17.9% | +36.3% | -54.3% | -22.3% |
| 3Y | +41.5% | +116.3% | -74.8% | +18.8% |
| 5Y | +11.8% | +28.2% | -16.3% | +0.4% |
| All | +11.8% | +24.8% | -13.0% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling