+995.4%
TER vs SONY
+373.2%
+622.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.2% |
| 7D | +14.4% | +0.3% | +14.1% | +14.1% |
| 30D | -30.6% | +11.1% | -41.7% | -35.6% |
| 3M | -39.2% | +14.7% | -53.8% | -45.2% |
| 6M | -31.3% | +18.8% | -50.1% | -40.7% |
| YTD | +29.1% | +5.7% | +23.3% | +19.6% |
| 1Y | +47.4% | -8.1% | +55.5% | +49.2% |
| 3Y | +191.2% | +64.0% | +127.2% | +93.3% |
| 5Y | +74.0% | +12.6% | +61.3% | +47.5% |
| All | +995.4% | +373.2% | +622.2% | +381.3% |
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