+5,912.0%
BTI vs SONY
+514.2%
+5,397.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.4% | -4.9% | +2.5% | -1.7% |
| 30D | -4.8% | -1.6% | -3.2% | -4.6% |
| 3M | -8.1% | +10.0% | -18.1% | -9.6% |
| 6M | -4.2% | +8.4% | -12.6% | -5.6% |
| YTD | -1.3% | -8.4% | +7.1% | -0.3% |
| 1Y | +2.1% | -18.4% | +20.5% | +4.7% |
| 3Y | +108.9% | +41.0% | +68.0% | +94.2% |
| 5Y | +114.5% | +9.3% | +105.2% | +105.0% |
| 10Y | +72.2% | +281.7% | -209.5% | +33.9% |
| All | +5,912.0% | +514.2% | +5,397.8% | +3,252.7% |
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 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