-53.2%
S vs SONY
+28.6%
-81.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.5% |
| 7D | -7.7% | -1.2% | -6.5% | -7.0% |
| 30D | -5.3% | +9.4% | -14.8% | -11.4% |
| 3M | +20.3% | +10.5% | +9.8% | +11.2% |
| 6M | +47.4% | +11.7% | +35.7% | +33.9% |
| YTD | +32.5% | -4.1% | +36.6% | +34.2% |
| 1Y | +9.5% | -11.8% | +21.3% | +16.8% |
| 3Y | +15.5% | +45.9% | -30.4% | -25.1% |
| 5Y | -71.2% | +16.3% | -87.5% | -74.7% |
| All | -53.2% | +28.6% | -81.8% | -60.6% |
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 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