+3,036.2%
SPY vs SONY
+940.8%
+2,095.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -2.8% | +14.7% | -17.4% | -6.9% |
| 6M | +2.1% | +18.8% | -16.6% | -3.6% |
| YTD | +11.5% | +5.7% | +5.7% | +8.4% |
| 1Y | +13.5% | -8.1% | +21.5% | +14.7% |
| 3Y | +77.7% | +64.0% | +13.7% | +49.3% |
| 5Y | +72.6% | +12.6% | +60.0% | +59.6% |
| 10Y | +308.2% | +373.8% | -65.7% | +146.2% |
| All | +3,036.2% | +940.8% | +2,095.4% | +1,390.9% |
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