-16.6%
Z vs SONY
+363.0%
-379.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -13.1% | +2.1% | -15.1% | -14.5% |
| 30D | +5.9% | +9.2% | -3.3% | +0.7% |
| 3M | -13.7% | +12.2% | -25.9% | -19.1% |
| 6M | -27.1% | +24.4% | -51.6% | -35.8% |
| YTD | -56.8% | +3.5% | -60.3% | -58.3% |
| 1Y | -60.2% | -9.2% | -51.1% | -58.8% |
| 3Y | -19.7% | +55.6% | -75.3% | -41.6% |
| 5Y | -53.7% | +12.0% | -65.6% | -60.0% |
| All | -16.6% | +363.0% | -379.6% | -60.8% |
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