+303.6%
SIMO vs SONY
+11.4%
+292.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +7.4% |
| 7D | +14.6% | -5.2% | +19.8% | +16.3% |
| 30D | +6.2% | +0.3% | +5.9% | +5.8% |
| 3M | +3.6% | +6.2% | -2.7% | +0.3% |
| 6M | +130.8% | +9.5% | +121.2% | +120.2% |
| YTD | +195.8% | -8.1% | +203.9% | +201.2% |
| 1Y | +225.0% | -17.9% | +242.9% | +246.3% |
| 3Y | +452.3% | +41.5% | +410.8% | +371.5% |
| 5Y | +303.6% | +11.8% | +291.8% | +279.9% |
| All | +303.6% | +11.4% | +292.2% | +279.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling