+1.2%
EXE vs SONY
-16.9%
+18.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -3.1% | -2.7% | -0.5% | -3.0% |
| 30D | -0.9% | +1.5% | -2.4% | -1.0% |
| 3M | +9.6% | +13.0% | -3.4% | +8.9% |
| 6M | -11.6% | +11.2% | -22.8% | -11.7% |
| YTD | -12.6% | -6.6% | -5.9% | -7.8% |
| 1Y | +1.2% | -18.1% | +19.3% | +12.0% |
| All | +1.2% | -16.9% | +18.1% | +12.0% |
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 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