+85.6%
SYF vs SONY
+9.8%
+75.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.3% | -4.9% | +3.6% | +0.7% |
| 30D | -1.1% | -1.6% | +0.5% | -0.6% |
| 3M | +7.4% | +10.0% | -2.6% | +2.5% |
| 6M | +16.2% | +8.4% | +7.8% | +10.8% |
| YTD | -6.1% | -8.4% | +2.3% | -3.5% |
| 1Y | +3.4% | -18.4% | +21.7% | +11.8% |
| 3Y | +162.9% | +41.0% | +121.9% | +110.9% |
| 5Y | +85.6% | +9.3% | +76.3% | +61.1% |
| All | +85.6% | +9.8% | +75.8% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling