+36.4%
UPS vs SONY
+293.1%
-256.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -2.0% | -2.7% | +0.7% | -1.2% |
| 30D | -2.0% | +1.5% | -3.5% | -2.5% |
| 3M | -6.2% | +13.0% | -19.2% | -10.0% |
| 6M | +2.8% | +11.2% | -8.4% | -1.2% |
| YTD | +5.9% | -6.6% | +12.5% | +7.1% |
| 1Y | +26.2% | -18.1% | +44.4% | +32.4% |
| 3Y | -26.0% | +42.1% | -68.1% | -35.8% |
| 5Y | -34.3% | +11.0% | -45.3% | -39.6% |
| All | +36.4% | +293.1% | -256.7% | -4.7% |
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