+34.7%
EWZ vs SONY
-18.5%
+53.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.1% | -4.9% | +4.9% | +0.7% |
| 30D | +8.2% | -1.6% | +9.8% | +8.3% |
| 3M | +13.3% | +10.0% | +3.3% | +11.2% |
| 6M | +3.6% | +8.4% | -4.8% | +1.2% |
| YTD | +21.0% | -8.4% | +29.4% | +23.5% |
| 1Y | +34.7% | -18.4% | +53.0% | +41.9% |
| All | +34.7% | -18.5% | +53.1% | +41.9% |
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 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