+1,564.8%
QQQ vs SONY
+192.4%
+1,372.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.9% |
| 30D | -0.6% | -1.6% | +1.0% | -0.2% |
| 3M | +1.3% | +10.0% | -8.7% | -3.1% |
| 6M | +18.1% | +8.4% | +9.7% | +13.1% |
| YTD | +16.9% | -8.4% | +25.3% | +19.2% |
| 1Y | +24.0% | -18.4% | +42.3% | +31.8% |
| 3Y | +95.6% | +41.0% | +54.7% | +63.5% |
| 5Y | +94.5% | +9.3% | +85.2% | +78.1% |
| 10Y | +571.7% | +281.7% | +290.0% | +267.1% |
| All | +1,564.8% | +192.4% | +1,372.4% | +733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling