-16.0%
Z vs SONY
+366.6%
-382.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.8% |
| 7D | -6.5% | +5.2% | -11.7% | -9.4% |
| 30D | -0.1% | +10.7% | -10.8% | -5.7% |
| 3M | -14.1% | +12.1% | -26.3% | -19.5% |
| 6M | -30.1% | +32.6% | -62.6% | -40.6% |
| YTD | -57.5% | +4.3% | -61.9% | -59.2% |
| 1Y | -60.3% | -4.5% | -55.8% | -60.1% |
| 3Y | -21.0% | +56.9% | -77.9% | -42.8% |
| 5Y | -54.9% | +12.5% | -67.4% | -61.1% |
| 10Y | -16.0% | +371.7% | -387.8% | -61.0% |
| All | -16.0% | +366.6% | -382.6% | -61.0% |
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