+139.8%
CBOE vs SONY
+9.6%
+130.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.3% |
| 7D | -5.8% | -2.7% | -3.1% | -5.7% |
| 30D | -3.1% | +1.5% | -4.7% | -3.2% |
| 3M | -4.8% | +13.0% | -17.8% | -5.1% |
| 6M | -0.6% | +11.2% | -11.8% | -0.9% |
| YTD | +12.8% | -6.6% | +19.4% | +13.5% |
| 1Y | +19.8% | -18.1% | +37.9% | +21.4% |
| 3Y | +86.9% | +42.1% | +44.9% | +79.2% |
| All | +139.8% | +9.6% | +130.2% | +137.3% |
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