-8.8%
BN vs SONY
+17.9%
-26.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +14.0% | +11.1% | +2.8% | +13.5% |
| 3M | -9.0% | +14.7% | -23.7% | -9.1% |
| 6M | -8.8% | +18.8% | -27.6% | -9.7% |
| All | -8.8% | +17.9% | -26.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling