+72.6%
SPY vs SONY
+12.1%
+60.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -2.0% | +11.1% | -13.1% | -5.3% |
| 3M | -2.8% | +14.7% | -17.4% | -7.2% |
| 6M | +2.1% | +18.8% | -16.6% | -4.0% |
| YTD | +11.5% | +5.7% | +5.7% | +8.6% |
| 1Y | +13.5% | -8.1% | +21.5% | +16.0% |
| 3Y | +77.7% | +64.0% | +13.7% | +43.0% |
| All | +72.6% | +12.1% | +60.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling