+4,255.7%
SYY vs SONY
+516.6%
+3,739.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.5% |
| 7D | -2.8% | -5.2% | +2.4% | -1.8% |
| 30D | -5.3% | +0.3% | -5.6% | -5.4% |
| 3M | +5.1% | +6.2% | -1.1% | +3.7% |
| 6M | -5.0% | +9.5% | -14.5% | -6.9% |
| YTD | +10.7% | -8.1% | +18.8% | +11.8% |
| 1Y | +0.7% | -17.9% | +18.6% | +3.6% |
| 3Y | +24.0% | +41.5% | -17.5% | +13.6% |
| 5Y | +19.3% | +11.8% | +7.4% | +13.0% |
| 10Y | +96.4% | +275.4% | -179.0% | +49.0% |
| All | +4,255.7% | +516.6% | +3,739.1% | +2,341.3% |
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