+375.7%
SONY vs SFM
+140.2%
+235.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +0.3% | +6.0% | -5.8% | -0.3% |
| 30D | +11.1% | -19.5% | +30.6% | +13.0% |
| 3M | +14.7% | -37.0% | +51.7% | +19.5% |
| 6M | +18.8% | -41.0% | +59.8% | +24.3% |
| YTD | +5.7% | -34.6% | +40.4% | +9.1% |
| 1Y | -8.1% | -36.3% | +28.2% | -4.9% |
| 3Y | +64.0% | +24.5% | +39.4% | +58.3% |
| 5Y | +12.6% | +115.9% | -103.2% | +1.6% |
| All | +375.7% | +140.2% | +235.5% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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