+682.8%
SONY vs USFR
+27.6%
+655.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | +0.3% | +0.3% | 0.0% | +0.2% |
| 3M | +6.2% | +1.0% | +5.3% | +5.8% |
| 6M | +9.5% | +1.9% | +7.6% | +8.7% |
| YTD | -8.1% | +2.7% | -10.7% | -9.1% |
| 1Y | -17.9% | +4.0% | -22.0% | -19.3% |
| 3Y | +41.5% | +14.0% | +27.5% | +33.8% |
| 5Y | +11.8% | +20.4% | -8.6% | +3.0% |
| 10Y | +275.4% | +28.1% | +247.4% | +236.0% |
| All | +682.8% | +27.6% | +655.2% | +592.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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