+286.6%
SONY vs SFM
+271.4%
+15.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.7% | -10.6% | +7.9% | -1.6% |
| 30D | +1.5% | -15.5% | +17.0% | +3.2% |
| 3M | +13.0% | -17.4% | +30.4% | +14.9% |
| 6M | +11.2% | -3.4% | +14.7% | +11.0% |
| YTD | -6.6% | -8.7% | +2.0% | -6.4% |
| 1Y | -18.1% | -47.2% | +29.0% | -13.6% |
| 3Y | +42.1% | +82.7% | -40.6% | +32.9% |
| 5Y | +11.0% | +214.3% | -203.3% | -2.7% |
| All | +286.6% | +271.4% | +15.2% | +217.4% |
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