+34.1%
FITB vs SONY
-6.4%
+40.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +2.3% | +2.9% | -0.6% | +2.0% |
| 30D | +7.7% | +10.2% | -2.5% | +6.6% |
| 3M | -4.5% | +16.1% | -20.6% | -5.9% |
| 6M | +12.5% | +32.1% | -19.6% | +7.8% |
| YTD | +19.8% | +1.4% | +18.4% | +19.6% |
| 1Y | +34.1% | -7.0% | +41.2% | +35.3% |
| All | +34.1% | -6.4% | +40.5% | +35.3% |
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