-42.6%
BROS vs SONY
+12.1%
-54.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +5.7% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | -8.3% | +11.1% | -19.5% | -14.1% |
| 3M | -29.8% | +14.7% | -44.4% | -35.4% |
| 6M | -25.8% | +18.8% | -44.6% | -33.7% |
| YTD | -41.4% | +5.7% | -47.1% | -44.3% |
| 1Y | -35.2% | -8.1% | -27.1% | -33.5% |
| 3Y | +32.8% | +64.0% | -31.2% | -5.7% |
| All | -42.6% | +12.1% | -54.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling