-11.5%
SHW vs SONY
-16.9%
+5.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -10.0% | +1.5% | -11.6% | -10.3% |
| 3M | +2.3% | +13.0% | -10.7% | -0.6% |
| 6M | +0.7% | +11.2% | -10.5% | -2.7% |
| YTD | +0.5% | -6.6% | +7.1% | -0.7% |
| 1Y | -11.5% | -18.1% | +6.6% | -11.7% |
| All | -11.5% | -16.9% | +5.5% | -11.7% |
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