+108.7%
USB vs SONY
+291.0%
-182.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | -1.3% | +9.4% | -10.8% | -4.4% |
| 3M | +15.2% | +10.5% | +4.8% | +10.8% |
| 6M | +18.8% | +11.7% | +7.1% | +13.2% |
| YTD | +21.0% | -4.1% | +25.1% | +21.5% |
| 1Y | +34.0% | -11.8% | +45.8% | +38.1% |
| 3Y | +95.3% | +45.9% | +49.4% | +63.8% |
| 5Y | +40.4% | +16.3% | +24.1% | +25.0% |
| All | +108.7% | +291.0% | -182.3% | +36.1% |
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