+29.7%
Q vs SONY
-18.4%
+48.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +3.2% |
| 7D | +6.7% | -5.2% | +11.9% | +7.9% |
| 30D | -10.6% | +0.3% | -10.9% | -11.0% |
| 3M | -14.6% | +6.2% | -20.8% | -15.4% |
| 6M | +12.1% | +9.5% | +2.5% | +7.2% |
| YTD | +51.3% | -8.1% | +59.3% | +53.0% |
| All | +29.7% | -18.4% | +48.1% | +33.8% |
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 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