+25.1%
BROS vs SONY
+8.7%
+16.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | +0.7% |
| 7D | -0.9% | -5.2% | +4.2% | +1.8% |
| 30D | -13.5% | +0.3% | -13.7% | -13.7% |
| 3M | -18.4% | +6.2% | -24.7% | -22.0% |
| 6M | -10.6% | +9.5% | -20.1% | -16.3% |
| YTD | -25.1% | -8.1% | -17.0% | -22.7% |
| 1Y | -28.6% | -17.9% | -10.7% | -22.2% |
| 3Y | +65.6% | +41.5% | +24.1% | +27.9% |
| All | +25.1% | +8.7% | +16.4% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling