-21.3%
IT vs SONY
-10.8%
-10.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.1% |
| 7D | -6.0% | -1.2% | -4.9% | -5.7% |
| 30D | 0.0% | +9.4% | -9.4% | -2.5% |
| 3M | +13.1% | +10.5% | +2.6% | +9.1% |
| 6M | +11.7% | +11.7% | 0.0% | +8.1% |
| YTD | -26.1% | -4.1% | -22.0% | -27.7% |
| 1Y | -21.3% | -11.8% | -9.5% | -20.9% |
| All | -21.3% | -10.8% | -10.4% | -20.9% |
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