+35.0%
S vs SONY
-11.1%
+46.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | +4.1% | -3.2% | +7.3% | +4.7% |
| 30D | -7.2% | +9.6% | -16.7% | -9.8% |
| 3M | 0.0% | +13.3% | -13.3% | -4.0% |
| 6M | +41.6% | +20.3% | +21.3% | +31.9% |
| YTD | +48.6% | +4.1% | +44.5% | +43.3% |
| All | +35.0% | -11.1% | +46.1% | +38.6% |
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