+164.3%
INTC vs SONY
+40.0%
+124.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +9.4% | -5.8% | +15.2% | +11.8% |
| 30D | +2.7% | -0.4% | +3.1% | +2.3% |
| 3M | -6.3% | +13.3% | -19.6% | -13.2% |
| 6M | +114.5% | +8.5% | +106.0% | +102.4% |
| YTD | +171.9% | -8.1% | +180.0% | +179.1% |
| 1Y | +305.0% | -17.9% | +322.9% | +344.6% |
| All | +164.3% | +40.0% | +124.3% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling