+108.5%
BTI vs SONY
+42.2%
+66.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -1.1% | +1.5% | -2.6% | -1.2% |
| 3M | -8.8% | +13.0% | -21.8% | -9.7% |
| 6M | -4.0% | +11.2% | -15.2% | -5.0% |
| YTD | +0.4% | -6.6% | +7.0% | -0.2% |
| 1Y | +1.9% | -18.1% | +20.1% | +1.7% |
| 3Y | +108.5% | +42.1% | +66.4% | +100.4% |
| All | +108.5% | +42.2% | +66.3% | +100.4% |
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