+809.9%
SONY vs M
+396.5%
+413.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -1.2% | +4.7% | -5.9% | -2.1% |
| 30D | +9.4% | -9.6% | +19.1% | +11.5% |
| 3M | +10.5% | +0.9% | +9.6% | +9.8% |
| 6M | +11.7% | +22.3% | -10.6% | +6.5% |
| YTD | -4.1% | +6.5% | -10.6% | -6.3% |
| 1Y | -11.8% | +38.8% | -50.5% | -18.5% |
| 3Y | +45.9% | +115.9% | -70.0% | +17.0% |
| 5Y | +16.3% | +28.6% | -12.3% | -2.6% |
| 10Y | +297.6% | -2.5% | +300.1% | +198.3% |
| All | +809.9% | +396.5% | +413.4% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling