-26.9%
Q vs SONY
+17.9%
-44.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -2.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.4% |
| 30D | -2.7% | +11.1% | -13.8% | +4.9% |
| 3M | -16.9% | +14.7% | -31.6% | -8.7% |
| 6M | -26.9% | +18.8% | -45.6% | -10.1% |
| All | -26.9% | +17.9% | -44.8% | -10.1% |
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 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