+113.8%
ALL vs SONY
+61.3%
+52.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | -0.1% | +5.2% | -5.3% | -0.9% |
| 30D | +13.8% | +10.7% | +3.1% | +12.2% |
| 3M | -2.8% | +12.1% | -14.9% | -4.3% |
| 6M | +23.7% | +32.6% | -8.9% | +19.3% |
| YTD | +27.3% | +4.3% | +22.9% | +26.2% |
| 1Y | +30.5% | -4.5% | +35.1% | +30.9% |
| All | +113.8% | +61.3% | +52.4% | +108.3% |
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 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