+18.4%
BROS vs SONY
+8.7%
+9.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -6.1% | -5.8% | -0.3% | -3.1% |
| 30D | -12.4% | -0.4% | -12.0% | -12.3% |
| 3M | -27.9% | +13.3% | -41.2% | -33.3% |
| 6M | -16.8% | +8.5% | -25.3% | -21.7% |
| YTD | -29.0% | -8.1% | -20.9% | -26.8% |
| 1Y | -33.2% | -17.9% | -15.3% | -27.2% |
| 3Y | +56.8% | +41.4% | +15.3% | +21.2% |
| All | +18.4% | +8.7% | +9.8% | +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 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