-14.5%
Z vs SONY
+376.6%
-391.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | -5.2% | +6.1% | -11.2% | -8.6% |
| 30D | +5.7% | +12.2% | -6.5% | -1.0% |
| 3M | -8.7% | +15.3% | -24.1% | -15.8% |
| 6M | -26.0% | +34.3% | -60.3% | -37.7% |
| YTD | -55.0% | +5.7% | -60.7% | -57.2% |
| 1Y | -58.0% | -2.3% | -55.6% | -58.3% |
| 3Y | -15.2% | +67.1% | -82.3% | -40.9% |
| 5Y | -53.8% | +13.0% | -66.8% | -60.3% |
| 10Y | -14.5% | +372.1% | -386.6% | -60.7% |
| All | -14.5% | +376.6% | -391.2% | -60.7% |
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 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