+30.9%
A vs SONY
+39.5%
-8.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -4.4% | -4.9% | +0.5% | -3.5% |
| 30D | -2.7% | -1.6% | -1.1% | -2.4% |
| 3M | +7.0% | +10.0% | -2.9% | +4.8% |
| 6M | +24.6% | +8.4% | +16.2% | +21.9% |
| YTD | +7.0% | -8.4% | +15.5% | +9.0% |
| 1Y | +15.6% | -18.4% | +33.9% | +21.1% |
| All | +30.9% | +39.5% | -8.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling