-35.7%
U vs SONY
+53.8%
-89.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.1% |
| 7D | +5.5% | -2.7% | +8.2% | +7.8% |
| 30D | -1.3% | +1.5% | -2.8% | -3.0% |
| 3M | +64.6% | +13.0% | +51.6% | +46.2% |
| 6M | +119.4% | +11.2% | +108.1% | +95.1% |
| YTD | -0.5% | -6.6% | +6.2% | +3.5% |
| 1Y | +1.3% | -18.1% | +19.4% | +16.9% |
| 3Y | +15.6% | +42.1% | -26.5% | -26.8% |
| 5Y | -67.5% | +11.0% | -78.5% | -73.8% |
| All | -35.7% | +53.8% | -89.5% | -50.5% |
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 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