+84.9%
USB vs SONY
+366.6%
-281.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +1.4% | +5.2% | -3.8% | -0.4% |
| 30D | +6.4% | +10.7% | -4.3% | +2.6% |
| 3M | -4.5% | +12.1% | -16.6% | -8.4% |
| 6M | +11.4% | +32.6% | -21.2% | -0.2% |
| YTD | +17.1% | +4.3% | +12.8% | +14.0% |
| 1Y | +32.6% | -4.5% | +37.1% | +33.1% |
| 3Y | +101.8% | +56.9% | +44.9% | +64.6% |
| 5Y | +25.1% | +12.5% | +12.7% | +13.0% |
| 10Y | +84.9% | +371.7% | -286.9% | +12.6% |
| All | +84.9% | +366.6% | -281.7% | +12.6% |
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