-34.5%
UPS vs SONY
+8.8%
-43.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.4% | -5.8% | +2.4% | -1.9% |
| 30D | -2.7% | -0.4% | -2.4% | -2.7% |
| 3M | -1.6% | +13.3% | -14.9% | -5.5% |
| 6M | +2.3% | +8.5% | -6.2% | -0.8% |
| YTD | +5.6% | -8.1% | +13.7% | +7.4% |
| 1Y | +27.1% | -17.9% | +45.0% | +33.2% |
| 3Y | -26.3% | +41.4% | -67.7% | -36.4% |
| 5Y | -34.5% | +9.3% | -43.8% | -40.3% |
| All | -34.5% | +8.8% | -43.3% | -40.3% |
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