+1,535.1%
SRE vs SONY
+246.5%
+1,288.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.4% |
| 7D | +1.4% | -5.2% | +6.6% | +2.4% |
| 30D | +1.9% | +0.3% | +1.6% | +1.8% |
| 3M | -3.3% | +6.2% | -9.5% | -4.6% |
| 6M | -6.4% | +9.5% | -16.0% | -8.4% |
| YTD | -1.8% | -8.1% | +6.3% | -1.0% |
| 1Y | +10.7% | -17.9% | +28.7% | +13.8% |
| 3Y | +31.8% | +41.5% | -9.7% | +21.3% |
| 5Y | +49.2% | +11.8% | +37.4% | +41.4% |
| 10Y | +118.5% | +275.4% | -156.9% | +64.4% |
| All | +1,535.1% | +246.5% | +1,288.6% | +1,048.5% |
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