+3,094.0%
SPY vs SONY
+844.3%
+2,249.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +0.1% | +9.4% | -9.4% | -2.6% |
| 3M | +2.0% | +10.5% | -8.5% | -1.3% |
| 6M | +13.0% | +11.7% | +1.3% | +8.7% |
| YTD | +13.5% | -4.1% | +17.6% | +13.8% |
| 1Y | +20.0% | -11.8% | +31.7% | +22.8% |
| 3Y | +77.2% | +45.9% | +31.3% | +54.2% |
| 5Y | +81.9% | +16.3% | +65.6% | +67.0% |
| 10Y | +314.1% | +297.6% | +16.5% | +162.9% |
| All | +3,094.0% | +844.3% | +2,249.8% | +1,466.2% |
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 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