+163.6%
W vs SONY
+647.5%
-483.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.6% |
| 7D | -4.2% | -1.2% | -3.0% | -3.5% |
| 30D | -7.6% | +9.4% | -17.0% | -13.4% |
| 3M | +37.2% | +10.5% | +26.7% | +26.8% |
| 6M | +26.3% | +11.7% | +14.6% | +14.8% |
| YTD | -1.0% | -4.1% | +3.1% | -0.4% |
| 1Y | +20.1% | -11.8% | +31.9% | +26.5% |
| 3Y | +37.8% | +45.9% | -8.1% | +0.7% |
| 5Y | -63.7% | +16.3% | -79.9% | -68.2% |
| 10Y | +156.3% | +297.6% | -141.3% | +41.1% |
| All | +163.6% | +647.5% | -483.9% | +6.4% |
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