-19.5%
SAP vs SONY
-10.8%
-8.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | +9.0% | +9.4% | -0.4% | +5.0% |
| 3M | +14.9% | +10.5% | +4.5% | +9.5% |
| 6M | +11.9% | +11.7% | +0.2% | +6.0% |
| YTD | -9.9% | -4.1% | -5.8% | -11.8% |
| 1Y | -19.5% | -11.8% | -7.8% | -18.4% |
| All | -19.5% | -10.8% | -8.7% | -18.4% |
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