+18.4%
A vs SONY
-10.8%
+29.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -1.9% | -1.2% | -0.8% | -1.8% |
| 30D | +6.9% | +9.4% | -2.5% | +5.9% |
| 3M | +9.2% | +10.5% | -1.2% | +8.4% |
| 6M | +25.7% | +11.7% | +14.0% | +24.2% |
| YTD | +11.5% | -4.1% | +15.6% | +15.1% |
| 1Y | +18.4% | -11.8% | +30.1% | +27.3% |
| All | +18.4% | -10.8% | +29.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling