+210.1%
W vs SONY
+373.2%
-163.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.9% |
| 7D | +0.2% | +0.3% | -0.1% | -0.1% |
| 30D | +6.8% | +11.1% | -4.3% | -2.9% |
| 3M | +10.7% | +14.7% | -4.0% | -2.5% |
| 6M | +86.3% | +18.8% | +67.6% | +56.9% |
| YTD | +11.5% | +5.7% | +5.7% | +2.3% |
| 1Y | +5.1% | -8.1% | +13.1% | +8.6% |
| 3Y | +171.0% | +64.0% | +107.0% | +57.9% |
| 5Y | -56.6% | +12.6% | -69.3% | -64.0% |
| All | +210.1% | +373.2% | -163.1% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling