+137.3%
ETSY vs SONY
+303.6%
-166.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | -12.9% | -4.9% | -8.0% | -10.4% |
| 30D | -11.5% | -1.6% | -9.9% | -10.6% |
| 3M | +3.5% | +10.0% | -6.5% | -2.0% |
| 6M | +27.6% | +8.4% | +19.2% | +20.3% |
| YTD | +28.4% | -8.4% | +36.8% | +32.1% |
| 1Y | +27.1% | -18.4% | +45.4% | +38.8% |
| 3Y | +6.0% | +41.0% | -34.9% | -18.8% |
| 5Y | -67.1% | +9.3% | -76.4% | -70.8% |
| 10Y | +421.9% | +281.7% | +140.2% | +165.3% |
| All | +137.3% | +303.6% | -166.3% | +12.8% |
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