+62.5%
T vs SONY
+373.2%
-310.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | -3.8% | +11.1% | -14.9% | -5.8% |
| 3M | -8.7% | +14.7% | -23.4% | -11.2% |
| 6M | -8.1% | +18.8% | -26.9% | -11.4% |
| YTD | -6.4% | +5.7% | -12.2% | -7.9% |
| 1Y | -9.8% | -8.1% | -1.7% | -8.6% |
| 3Y | +65.5% | +64.0% | +1.5% | +44.7% |
| 5Y | +57.0% | +12.6% | +44.3% | +47.3% |
| All | +62.5% | +373.2% | -310.7% | +13.3% |
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 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