-19.6%
SAP vs SONY
-18.6%
-1.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -5.1% | -5.8% | +0.7% | -2.9% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +20.9% | +13.3% | +7.6% | +14.7% |
| 6M | +7.0% | +8.5% | -1.5% | +2.8% |
| YTD | -13.7% | -8.1% | -5.6% | -14.1% |
| 1Y | -19.6% | -17.9% | -1.7% | -16.6% |
| All | -19.6% | -18.6% | -1.0% | -16.6% |
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