-53.2%
TEAM vs SONY
+8.4%
-61.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -4.7% | -4.9% | +0.2% | -1.4% |
| 30D | +17.0% | -1.6% | +18.6% | +18.2% |
| 3M | +85.9% | +10.0% | +75.9% | +75.7% |
| 6M | +116.7% | +8.4% | +108.2% | +104.0% |
| YTD | +9.6% | -8.4% | +18.1% | +14.9% |
| 1Y | -2.5% | -18.4% | +15.8% | +9.3% |
| 3Y | -14.0% | +41.0% | -54.9% | -40.6% |
| All | -53.2% | +8.4% | -61.6% | -59.3% |
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 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