+247.6%
SYF vs SONY
+286.8%
-39.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -5.5% | -5.8% | +0.2% | -3.0% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +8.9% | +13.3% | -4.4% | +2.1% |
| 6M | +16.2% | +8.5% | +7.7% | +10.3% |
| YTD | -8.4% | -8.1% | -0.3% | -6.2% |
| 1Y | +2.6% | -17.9% | +20.5% | +10.5% |
| 3Y | +156.4% | +41.4% | +114.9% | +104.2% |
| 5Y | +78.2% | +9.3% | +68.9% | +58.4% |
| All | +247.6% | +286.8% | -39.2% | +105.8% |
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