+282.9%
SPGI vs SONY
+293.1%
-10.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -7.4% | -2.7% | -4.7% | -6.5% |
| 30D | +0.4% | +1.5% | -1.2% | -0.2% |
| 3M | +5.3% | +13.0% | -7.7% | +0.6% |
| 6M | +1.7% | +11.2% | -9.5% | -2.9% |
| YTD | -16.4% | -6.6% | -9.7% | -15.1% |
| 1Y | -20.5% | -18.1% | -2.4% | -15.9% |
| 3Y | +14.2% | +42.1% | -27.8% | -5.1% |
| 5Y | +0.6% | +11.0% | -10.5% | -9.7% |
| All | +282.9% | +293.1% | -10.2% | +118.6% |
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