+2,625.5%
UL vs SONY
+516.6%
+2,109.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.2% |
| 7D | -1.3% | -5.2% | +3.9% | -0.3% |
| 30D | +0.9% | +0.3% | +0.6% | +0.8% |
| 3M | +14.2% | +6.2% | +8.0% | +12.7% |
| 6M | -3.2% | +9.5% | -12.7% | -5.3% |
| YTD | -0.3% | -8.1% | +7.8% | +0.7% |
| 1Y | -8.8% | -17.9% | +9.2% | -6.1% |
| 3Y | +23.9% | +41.5% | -17.6% | +12.7% |
| 5Y | +21.4% | +11.8% | +9.5% | +14.2% |
| 10Y | +66.7% | +275.4% | -208.7% | +20.9% |
| All | +2,625.5% | +516.6% | +2,109.0% | +1,328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling