+2,320.2%
VALE vs SONY
+170.2%
+2,150.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +4.1% |
| 7D | +2.9% | -5.2% | +8.1% | +5.7% |
| 30D | +8.8% | +0.3% | +8.5% | +8.3% |
| 3M | +6.8% | +6.2% | +0.5% | +2.1% |
| 6M | +6.9% | +9.5% | -2.6% | +0.3% |
| YTD | +22.8% | -8.1% | +30.9% | +26.0% |
| 1Y | +61.3% | -17.9% | +79.2% | +74.5% |
| 3Y | +53.3% | +41.5% | +11.8% | +18.2% |
| 5Y | +44.9% | +11.8% | +33.0% | +22.0% |
| 10Y | +486.8% | +275.4% | +211.4% | +137.5% |
| All | +2,320.2% | +170.2% | +2,150.0% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling