+1,863.5%
SGI vs SONY
+318.2%
+1,545.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +1.6% |
| 7D | +9.3% | -5.2% | +14.4% | +12.0% |
| 30D | +6.9% | +0.3% | +6.6% | +6.6% |
| 3M | +2.8% | +6.2% | -3.4% | -1.0% |
| 6M | -12.6% | +9.5% | -22.1% | -17.4% |
| YTD | -21.5% | -8.1% | -13.4% | -19.4% |
| 1Y | -18.8% | -17.9% | -0.8% | -12.4% |
| 3Y | +60.8% | +41.5% | +19.3% | +28.8% |
| 5Y | +60.0% | +11.8% | +48.2% | +42.4% |
| 10Y | +267.8% | +275.4% | -7.6% | +80.1% |
| All | +1,863.5% | +318.2% | +1,545.3% | +791.0% |
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 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