+109.0%
SPG vs SONY
+373.2%
-264.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +17.2% | +11.1% | +6.1% | +13.1% |
| 3M | +6.3% | +14.7% | -8.3% | +1.3% |
| 6M | +18.7% | +18.8% | -0.1% | +11.1% |
| YTD | +30.1% | +5.7% | +24.3% | +26.2% |
| 1Y | +32.8% | -8.1% | +40.8% | +35.2% |
| 3Y | +133.6% | +64.0% | +69.6% | +87.3% |
| 5Y | +84.4% | +12.6% | +71.8% | +65.3% |
| All | +109.0% | +373.2% | -264.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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