+83.6%
EEM vs SONY
+40.0%
+43.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.7% | -5.8% | +5.1% | +0.6% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +4.2% | +13.3% | -9.1% | +0.6% |
| 6M | +14.8% | +8.5% | +6.3% | +11.9% |
| YTD | +23.1% | -8.1% | +31.2% | +24.7% |
| 1Y | +32.5% | -17.9% | +50.4% | +37.7% |
| All | +83.6% | +40.0% | +43.6% | +66.7% |
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 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