+3.6%
GOOG vs SONY
-6.4%
+10.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.8% |
| 7D | -10.7% | +2.9% | -13.6% | -11.2% |
| 30D | -16.4% | +10.2% | -26.7% | -18.2% |
| 3M | -23.4% | +16.1% | -39.5% | -25.8% |
| 6M | -24.2% | +32.1% | -56.4% | -28.8% |
| YTD | -8.3% | +1.4% | -9.6% | -9.7% |
| 1Y | +3.6% | -7.0% | +10.6% | +4.3% |
| All | +3.6% | -6.4% | +10.0% | +4.3% |
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