+241.3%
SAN vs SONY
+61.0%
+180.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +1.0% | -3.2% | +4.2% | +2.1% |
| 30D | -9.4% | +9.6% | -18.9% | -12.2% |
| 3M | -17.1% | +13.3% | -30.4% | -20.7% |
| 6M | +2.2% | +20.3% | -18.1% | -4.8% |
| YTD | +6.0% | +4.1% | +1.8% | +3.5% |
| 1Y | +12.7% | -11.9% | +24.6% | +16.8% |
| All | +241.3% | +61.0% | +180.2% | +203.5% |
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