+1,802.9%
TER vs SONY
+286.8%
+1,516.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.7% |
| 7D | +9.4% | -5.8% | +15.1% | +12.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.8% |
| 3M | +6.5% | +13.3% | -6.8% | -4.0% |
| 6M | +23.2% | +8.5% | +14.7% | +14.2% |
| YTD | +91.5% | -8.1% | +99.6% | +95.9% |
| 1Y | +214.8% | -17.9% | +232.7% | +244.0% |
| 3Y | +275.3% | +41.4% | +233.9% | +176.6% |
| 5Y | +211.9% | +9.3% | +202.6% | +173.3% |
| All | +1,802.9% | +286.8% | +1,516.1% | +849.8% |
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