+433.9%
BTSG vs SONY
+26.6%
+407.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | -1.6% | +1.5% | -3.1% | -2.0% |
| 3M | -6.9% | +13.0% | -19.9% | -10.2% |
| 6M | +42.1% | +11.2% | +30.9% | +36.8% |
| YTD | +56.8% | -6.6% | +63.5% | +60.4% |
| 1Y | +109.8% | -18.1% | +127.9% | +124.2% |
| All | +433.9% | +26.6% | +407.3% | +381.4% |
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 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