+64.4%
UL vs SONY
+293.1%
-228.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | +0.5% | +1.5% | -1.0% | +0.2% |
| 3M | +7.2% | +13.0% | -5.8% | +4.6% |
| 6M | -3.1% | +11.2% | -14.3% | -5.4% |
| YTD | -2.7% | -6.6% | +3.9% | -1.9% |
| 1Y | -10.2% | -18.1% | +7.9% | -7.4% |
| 3Y | +20.3% | +42.1% | -21.8% | +8.0% |
| 5Y | +19.9% | +11.0% | +8.9% | +12.7% |
| All | +64.4% | +293.1% | -228.7% | +15.2% |
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