+67.7%
V vs SONY
+9.8%
+57.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.9% | -4.9% | +2.0% | -1.6% |
| 30D | +1.9% | -1.6% | +3.5% | +2.3% |
| 3M | +13.2% | +10.0% | +3.2% | +10.0% |
| 6M | +16.7% | +8.4% | +8.3% | +13.4% |
| YTD | +5.4% | -8.4% | +13.8% | +7.4% |
| 1Y | +7.7% | -18.4% | +26.0% | +13.1% |
| 3Y | +52.0% | +41.0% | +11.0% | +29.8% |
| 5Y | +67.7% | +9.3% | +58.5% | +54.0% |
| All | +67.7% | +9.8% | +57.9% | +54.0% |
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