+22.7%
USB vs SONY
+13.6%
+9.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -4.0% |
| 7D | -1.5% | +8.1% | -9.6% | -3.9% |
| 30D | +4.3% | +15.5% | -11.2% | -0.4% |
| 3M | -6.1% | +22.7% | -28.8% | -12.1% |
| 6M | +9.4% | +36.9% | -27.5% | -2.0% |
| YTD | +15.2% | +7.6% | +7.6% | +11.8% |
| 1Y | +32.8% | -1.9% | +34.7% | +32.8% |
| 3Y | +91.3% | +59.0% | +32.3% | +56.9% |
| 5Y | +22.7% | +14.3% | +8.4% | +5.7% |
| All | +22.7% | +13.6% | +9.1% | +5.7% |
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 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