-15.6%
Z vs SONY
+373.2%
-388.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.6% |
| 7D | +0.8% | +0.3% | +0.6% | +0.7% |
| 30D | +5.2% | +11.1% | -5.9% | -0.9% |
| 3M | -17.0% | +14.7% | -31.7% | -23.1% |
| 6M | -22.7% | +18.8% | -41.4% | -30.0% |
| YTD | -56.3% | +5.7% | -62.1% | -58.4% |
| 1Y | -57.7% | -8.1% | -49.6% | -56.4% |
| 3Y | -16.5% | +64.0% | -80.5% | -41.1% |
| 5Y | -53.4% | +12.6% | -66.0% | -59.9% |
| All | -15.6% | +373.2% | -388.8% | -60.9% |
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