+118.2%
SRE vs SONY
+293.1%
-174.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.8% | -2.7% | +1.9% | -0.3% |
| 30D | -3.0% | +1.5% | -4.5% | -3.4% |
| 3M | -8.3% | +13.0% | -21.3% | -11.0% |
| 6M | -8.9% | +11.2% | -20.1% | -11.6% |
| YTD | -4.3% | -6.6% | +2.4% | -3.5% |
| 1Y | +2.7% | -18.1% | +20.9% | +6.5% |
| 3Y | +28.7% | +42.1% | -13.4% | +15.6% |
| 5Y | +47.1% | +11.0% | +36.1% | +37.4% |
| All | +118.2% | +293.1% | -174.8% | +54.2% |
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 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