+222.9%
EWY vs SONY
+42.2%
+180.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.7% |
| 30D | +7.3% | +1.5% | +5.8% | +6.6% |
| 3M | -5.1% | +13.0% | -18.1% | -9.8% |
| 6M | +42.1% | +11.2% | +30.8% | +35.9% |
| YTD | +94.1% | -6.6% | +100.8% | +95.9% |
| 1Y | +147.8% | -18.1% | +166.0% | +159.7% |
| 3Y | +222.9% | +42.1% | +180.8% | +178.0% |
| All | +222.9% | +42.2% | +180.7% | +178.0% |
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