-2.8%
EXPE vs SONY
-9.8%
+7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -6.1% | +11.1% | -17.2% | -9.6% |
| 3M | -21.3% | +14.7% | -36.0% | -24.8% |
| 6M | +19.0% | +18.8% | +0.2% | +10.2% |
| YTD | -8.4% | +5.7% | -14.2% | -12.3% |
| 1Y | -2.8% | -8.1% | +5.3% | 0.0% |
| All | -2.8% | -9.8% | +7.0% | 0.0% |
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