+71.7%
TER vs SONY
+12.1%
+59.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.1% |
| 7D | +14.4% | +0.3% | +14.1% | +14.1% |
| 30D | -30.6% | +11.1% | -41.7% | -35.3% |
| 3M | -39.2% | +14.7% | -53.8% | -44.8% |
| 6M | -31.3% | +18.8% | -50.1% | -40.1% |
| YTD | +29.1% | +5.7% | +23.3% | +21.0% |
| 1Y | +47.4% | -8.1% | +55.5% | +51.7% |
| 3Y | +191.2% | +64.0% | +127.2% | +84.6% |
| All | +71.7% | +12.1% | +59.6% | +57.5% |
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