+16.6%
IR vs SONY
+21.8%
-5.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | +4.3% | -3.2% | +7.4% | +3.9% |
| 30D | +8.1% | +9.6% | -1.5% | +8.8% |
| 3M | +0.7% | +13.3% | -12.6% | +1.6% |
| 6M | +16.6% | +20.3% | -3.7% | +17.8% |
| All | +16.6% | +21.8% | -5.2% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling