-46.2%
SE vs SONY
-9.8%
-36.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -20.9% | +11.1% | -32.1% | -25.2% |
| 3M | -38.9% | +14.7% | -53.5% | -43.4% |
| 6M | -19.4% | +18.8% | -38.2% | -27.2% |
| YTD | -40.9% | +5.7% | -46.7% | -42.7% |
| 1Y | -46.2% | -8.1% | -38.1% | -43.0% |
| All | -46.2% | -9.8% | -36.4% | -43.0% |
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