+58.3%
EMR vs SONY
+39.5%
+18.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.9% | -4.9% | +5.8% | +2.3% |
| 30D | -5.0% | -1.6% | -3.4% | -4.6% |
| 3M | +5.9% | +10.0% | -4.1% | +2.5% |
| 6M | +7.3% | +8.4% | -1.1% | +3.8% |
| YTD | +14.6% | -8.4% | +23.0% | +16.4% |
| 1Y | +15.6% | -18.4% | +34.0% | +21.4% |
| All | +58.3% | +39.5% | +18.8% | +46.9% |
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