+57.4%
INTC vs SONY
-6.4%
+63.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -3.4% |
| 7D | -39.0% | +2.9% | -41.9% | -38.7% |
| 30D | -49.8% | +10.2% | -60.1% | -49.3% |
| 3M | -42.2% | +16.1% | -58.3% | -41.8% |
| 6M | -39.2% | +32.1% | -71.3% | -41.4% |
| YTD | +57.9% | +1.4% | +56.5% | +59.3% |
| 1Y | +57.4% | -7.0% | +64.4% | +66.5% |
| All | +57.4% | -6.4% | +63.7% | +66.5% |
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