+554.8%
XYZ vs SONY
+426.5%
+128.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.4% |
| 7D | +12.6% | +5.2% | +7.4% | +8.2% |
| 30D | +10.8% | +10.7% | +0.1% | +2.5% |
| 3M | +8.4% | +12.1% | -3.8% | -1.1% |
| 6M | +14.3% | +32.6% | -18.2% | -9.3% |
| YTD | +31.5% | +4.3% | +27.1% | +24.5% |
| 1Y | +28.1% | -4.5% | +32.6% | +29.0% |
| 3Y | +66.2% | +56.9% | +9.3% | +8.7% |
| 5Y | -62.3% | +12.5% | -74.8% | -67.5% |
| 10Y | +634.6% | +371.7% | +262.8% | +213.0% |
| All | +554.8% | +426.5% | +128.2% | +155.1% |
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