-68.6%
XYZ vs SONY
+11.4%
-79.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | +0.3% |
| 7D | +2.9% | -5.2% | +8.0% | +7.5% |
| 30D | +1.4% | +0.3% | +1.1% | +0.8% |
| 3M | +14.6% | +6.2% | +8.3% | +7.4% |
| 6M | +20.8% | +9.5% | +11.2% | +8.7% |
| YTD | +23.1% | -8.1% | +31.1% | +29.8% |
| 1Y | +5.6% | -17.9% | +23.6% | +22.2% |
| 3Y | +50.9% | +41.5% | +9.4% | -9.4% |
| 5Y | -68.6% | +11.8% | -80.4% | -73.7% |
| All | -68.6% | +11.4% | -79.9% | -73.7% |
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