+533.2%
XYZ vs SONY
+384.2%
+149.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.2% |
| 30D | -1.7% | +9.4% | -11.2% | -8.5% |
| 3M | +16.7% | +10.5% | +6.3% | +7.4% |
| 6M | +26.9% | +11.7% | +15.2% | +14.4% |
| YTD | +27.1% | -4.1% | +31.2% | +28.7% |
| 1Y | +9.3% | -11.8% | +21.0% | +16.8% |
| 3Y | +42.3% | +45.9% | -3.6% | -1.5% |
| 5Y | -69.3% | +16.3% | -85.6% | -73.8% |
| 10Y | +586.8% | +297.6% | +289.2% | +220.6% |
| All | +533.2% | +384.2% | +149.0% | +163.7% |
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 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