+5,319.3%
SPG vs SONY
+503.9%
+4,815.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.3% |
| 7D | 0.0% | -5.2% | +5.2% | +1.4% |
| 30D | -4.9% | +0.3% | -5.2% | -5.1% |
| 3M | +3.3% | +6.2% | -2.9% | +1.2% |
| 6M | +11.2% | +9.5% | +1.7% | +7.6% |
| YTD | +17.1% | -8.1% | +25.1% | +18.7% |
| 1Y | +21.6% | -17.9% | +39.5% | +26.8% |
| 3Y | +111.9% | +41.5% | +70.4% | +86.6% |
| 5Y | +106.9% | +11.8% | +95.1% | +92.8% |
| 10Y | +62.2% | +275.4% | -213.2% | +6.9% |
| All | +5,319.3% | +503.9% | +4,815.4% | +2,969.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling