+42.1%
SONY vs VIG
+55.8%
-13.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | -2.7% | -1.1% | -1.6% | -1.5% |
| 30D | +1.5% | -2.7% | +4.3% | +4.6% |
| 3M | +13.0% | +2.5% | +10.5% | +9.9% |
| 6M | +11.2% | +9.2% | +2.0% | +1.0% |
| YTD | -6.6% | +9.8% | -16.5% | -15.6% |
| 1Y | -18.1% | +12.4% | -30.5% | -27.7% |
| 3Y | +42.1% | +55.9% | -13.8% | -15.9% |
| All | +42.1% | +55.8% | -13.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling