+463.5%
BTSG vs SONY
+24.2%
+439.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.9% | -4.9% | +7.8% | +4.0% |
| 30D | +0.9% | -1.6% | +2.5% | +1.2% |
| 3M | +1.6% | +10.0% | -8.4% | -1.4% |
| 6M | +46.8% | +8.4% | +38.4% | +42.3% |
| YTD | +65.5% | -8.4% | +74.0% | +70.1% |
| 1Y | +136.2% | -18.4% | +154.6% | +152.0% |
| All | +463.5% | +24.2% | +439.4% | +410.4% |
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 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