+89.2%
USB vs SONY
+376.6%
-287.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.8% | +6.1% | -5.3% | -1.4% |
| 30D | +6.8% | +12.2% | -5.4% | +2.5% |
| 3M | -3.8% | +15.3% | -19.1% | -8.6% |
| 6M | +11.7% | +34.3% | -22.6% | -0.3% |
| YTD | +17.5% | +5.7% | +11.8% | +13.9% |
| 1Y | +33.8% | -2.3% | +36.1% | +33.2% |
| 3Y | +104.2% | +67.1% | +37.1% | +62.6% |
| 5Y | +26.4% | +13.0% | +13.4% | +14.1% |
| 10Y | +89.2% | +372.1% | -282.9% | +15.5% |
| All | +89.2% | +376.6% | -287.4% | +15.5% |
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 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