-75.5%
QS vs SONY
+7.9%
-83.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | -5.0% | -5.8% | +0.8% | +0.2% |
| 30D | -18.3% | -0.4% | -17.9% | -18.6% |
| 3M | -26.0% | +13.3% | -39.3% | -35.7% |
| 6M | -24.0% | +8.5% | -32.5% | -31.1% |
| YTD | -50.3% | -8.1% | -42.2% | -47.0% |
| 1Y | -38.0% | -17.9% | -20.1% | -26.7% |
| 3Y | -24.6% | +41.4% | -66.0% | -53.5% |
| All | -75.5% | +7.9% | -83.4% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling