+198.7%
B vs SONY
+41.5%
+157.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.2% |
| 7D | +2.3% | -5.2% | +7.5% | +4.0% |
| 30D | +1.4% | +0.3% | +1.1% | +1.1% |
| 3M | +12.2% | +6.2% | +6.0% | +9.5% |
| 6M | -2.1% | +9.5% | -11.7% | -5.6% |
| YTD | +2.9% | -8.1% | +11.0% | +4.1% |
| 1Y | +55.3% | -17.9% | +73.2% | +61.6% |
| 3Y | +198.7% | +41.5% | +157.2% | +173.0% |
| All | +198.7% | +41.5% | +157.2% | +173.0% |
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