+584.9%
XYZ vs SONY
+373.2%
+211.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.6% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | +11.5% | +11.1% | +0.4% | +2.0% |
| 3M | +1.8% | +14.7% | -12.9% | -9.6% |
| 6M | +21.2% | +18.8% | +2.4% | +3.4% |
| YTD | +29.9% | +5.7% | +24.2% | +21.0% |
| 1Y | +35.8% | -8.1% | +43.8% | +41.5% |
| 3Y | +62.6% | +64.0% | -1.4% | -3.7% |
| 5Y | -62.8% | +12.6% | -75.4% | -68.6% |
| All | +584.9% | +373.2% | +211.7% | +154.0% |
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 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