+11.8%
SONY vs SUI
-32.1%
+44.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.8% |
| 7D | -5.2% | -3.1% | -2.0% | -4.3% |
| 30D | +0.3% | -2.3% | +2.6% | +1.0% |
| 3M | +6.2% | -2.8% | +9.0% | +7.0% |
| 6M | +9.5% | -12.4% | +21.9% | +13.6% |
| YTD | -8.1% | -3.3% | -4.8% | -7.4% |
| 1Y | -17.9% | -5.8% | -12.1% | -16.8% |
| 3Y | +41.5% | +12.5% | +29.0% | +32.2% |
| 5Y | +11.8% | -32.9% | +44.7% | +21.5% |
| All | +11.8% | -32.1% | +44.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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