+280.4%
SONY vs URA
+361.2%
-80.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.3% |
| 7D | -5.8% | -1.5% | -4.2% | -5.5% |
| 30D | -0.4% | -0.4% | 0.0% | -0.7% |
| 3M | +13.3% | +6.3% | +7.0% | +10.5% |
| 6M | +8.5% | -14.0% | +22.5% | +11.0% |
| YTD | -8.1% | +5.3% | -13.4% | -11.8% |
| 1Y | -17.9% | +11.7% | -29.6% | -23.6% |
| 3Y | +41.4% | +109.8% | -68.4% | +5.6% |
| 5Y | +9.3% | +108.0% | -98.7% | -21.9% |
| All | +280.4% | +361.2% | -80.8% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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