-63.0%
XYZ vs SONY
+11.6%
-74.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +3.3% |
| 7D | +12.1% | +6.7% | +5.4% | +5.8% |
| 30D | +12.4% | +14.8% | -2.4% | -0.5% |
| 3M | +8.2% | +16.9% | -8.7% | -6.2% |
| 6M | +20.7% | +30.2% | -9.6% | -6.8% |
| YTD | +31.3% | +5.5% | +25.9% | +22.5% |
| 1Y | +20.5% | -4.6% | +25.1% | +22.6% |
| 3Y | +72.6% | +57.2% | +15.4% | -5.8% |
| All | -63.0% | +11.6% | -74.5% | -70.3% |
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