-28.4%
QS vs SONY
-10.8%
-17.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.9% |
| 7D | -2.3% | -1.2% | -1.2% | -1.4% |
| 30D | -0.7% | +9.4% | -10.2% | -8.4% |
| 3M | -39.6% | +10.5% | -50.1% | -44.9% |
| 6M | -21.7% | +11.7% | -33.4% | -30.2% |
| YTD | -47.4% | -4.1% | -43.3% | -44.9% |
| 1Y | -28.4% | -11.8% | -16.6% | -21.4% |
| All | -28.4% | -10.8% | -17.5% | -21.4% |
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