+18.0%
Q vs SONY
-6.4%
+24.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -3.3% | +2.9% | -6.2% | -3.6% |
| 30D | -9.7% | +10.2% | -19.9% | -11.2% |
| 3M | -16.1% | +16.1% | -32.2% | -19.1% |
| 6M | -15.7% | +32.1% | -47.8% | -25.3% |
| YTD | +45.7% | +1.4% | +44.4% | +44.3% |
| 1Y | +18.0% | -7.0% | +25.0% | +18.1% |
| All | +18.0% | -6.4% | +24.4% | +18.1% |
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