-100.0%
VIVK vs SONY
+408.0%
-508.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -6.0% | -6.3% |
| 7D | -7.9% | -4.9% | -3.0% | -7.2% |
| 30D | -42.0% | -1.6% | -40.4% | -41.9% |
| 3M | -92.5% | +10.0% | -102.5% | -92.6% |
| 6M | -98.0% | +8.4% | -106.4% | -98.0% |
| YTD | -97.9% | -8.4% | -89.5% | -97.9% |
| 1Y | -100.0% | -18.4% | -81.6% | -100.0% |
| 3Y | -100.0% | +41.0% | -140.9% | -100.0% |
| 5Y | -100.0% | +9.3% | -109.3% | -100.0% |
| 10Y | -100.0% | +281.7% | -381.7% | -100.0% |
| All | -100.0% | +408.0% | -508.0% | -100.0% |
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 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