+65.6%
VSH vs SONY
+8.8%
+56.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +3.1% | -5.8% | +8.9% | +5.8% |
| 30D | -5.7% | -0.4% | -5.3% | -5.8% |
| 3M | -42.5% | +13.3% | -55.8% | -46.9% |
| 6M | +82.7% | +8.5% | +74.2% | +72.2% |
| YTD | +118.2% | -8.1% | +126.4% | +123.6% |
| 1Y | +109.7% | -17.9% | +127.6% | +127.9% |
| 3Y | +35.3% | +41.4% | -6.2% | +9.3% |
| 5Y | +65.6% | +9.3% | +56.3% | +48.3% |
| All | +65.6% | +8.8% | +56.8% | +48.3% |
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