-56.8%
W vs SONY
+11.5%
-68.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.1% |
| 7D | -1.7% | -3.2% | +1.5% | +1.1% |
| 30D | +3.2% | +9.6% | -6.3% | -5.5% |
| 3M | +8.3% | +13.3% | -5.0% | -4.3% |
| 6M | +84.3% | +20.3% | +64.0% | +51.4% |
| YTD | +11.0% | +4.1% | +6.9% | +3.3% |
| 1Y | -0.2% | -11.9% | +11.7% | +9.2% |
| 3Y | +157.9% | +56.6% | +101.3% | +38.9% |
| 5Y | -56.8% | +10.9% | -67.7% | -69.3% |
| All | -56.8% | +11.5% | -68.3% | -69.3% |
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