-68.3%
U vs SONY
+9.8%
-78.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.4% | -4.9% | +9.3% | +9.1% |
| 30D | -1.3% | -1.6% | +0.3% | -0.4% |
| 3M | +49.6% | +10.0% | +39.6% | +34.6% |
| 6M | +100.2% | +8.4% | +91.8% | +79.9% |
| YTD | -3.7% | -8.4% | +4.7% | +2.3% |
| 1Y | -6.5% | -18.4% | +11.9% | +9.5% |
| 3Y | +12.9% | +41.0% | -28.1% | -35.6% |
| 5Y | -68.3% | +9.3% | -77.6% | -74.5% |
| All | -68.3% | +9.8% | -78.1% | -74.5% |
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