+65.7%
T vs SONY
+8.4%
+57.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -4.9% | +1.8% | -2.5% |
| 30D | +4.6% | -1.6% | +6.2% | +4.8% |
| 3M | +12.2% | +10.0% | +2.2% | +10.9% |
| 6M | -6.5% | +8.4% | -14.9% | -7.5% |
| YTD | +4.9% | -8.4% | +13.3% | +6.0% |
| 1Y | -10.5% | -18.4% | +7.9% | -8.3% |
| 3Y | +104.6% | +41.0% | +63.6% | +91.2% |
| All | +65.7% | +8.4% | +57.2% | +51.9% |
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