+164.3%
EWY vs SONY
-10.8%
+175.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.0% |
| 7D | +4.8% | -1.2% | +6.0% | +5.1% |
| 30D | +11.7% | +9.4% | +2.2% | +8.4% |
| 3M | -7.4% | +10.5% | -17.9% | -10.1% |
| 6M | +40.6% | +11.7% | +28.9% | +33.7% |
| YTD | +94.3% | -4.1% | +98.3% | +93.2% |
| 1Y | +164.3% | -11.8% | +176.1% | +172.6% |
| All | +164.3% | -10.8% | +175.1% | +172.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling