+22.5%
P vs SONY
-18.5%
+41.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +5.0% | -4.9% | +9.9% | +6.2% |
| 30D | -0.9% | -1.6% | +0.7% | -0.8% |
| 3M | +38.7% | +10.0% | +28.7% | +34.2% |
| 6M | +54.4% | +8.4% | +46.0% | +48.5% |
| YTD | +44.8% | -8.4% | +53.3% | +47.7% |
| 1Y | +22.5% | -18.4% | +40.9% | +32.8% |
| All | +22.5% | -18.5% | +41.0% | +32.8% |
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 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