+14.7%
S vs SONY
+41.5%
-26.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.6% |
| 7D | -5.8% | -5.2% | -0.7% | -3.8% |
| 30D | -9.2% | +0.3% | -9.5% | -9.5% |
| 3M | +23.4% | +6.2% | +17.1% | +19.6% |
| 6M | +36.9% | +9.5% | +27.4% | +30.7% |
| YTD | +29.5% | -8.1% | +37.6% | +33.1% |
| 1Y | +5.4% | -17.9% | +23.4% | +13.6% |
| 3Y | +14.7% | +41.5% | -26.8% | -5.2% |
| All | +14.7% | +41.5% | -26.8% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling