+2,391.6%
SIMO vs SONY
+353.8%
+2,037.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +0.9% | +2.1% | -1.2% | -0.5% |
| 30D | -25.4% | +9.2% | -34.6% | -29.1% |
| 3M | -17.8% | +12.2% | -30.0% | -23.3% |
| 6M | -29.6% | +24.4% | -54.0% | -38.2% |
| YTD | +100.3% | +3.5% | +96.8% | +89.0% |
| 1Y | +100.4% | -9.2% | +109.5% | +100.2% |
| 3Y | +246.1% | +55.6% | +190.5% | +166.4% |
| 5Y | +189.8% | +12.0% | +177.8% | +152.9% |
| 10Y | +434.6% | +363.7% | +70.9% | +130.6% |
| All | +2,391.6% | +353.8% | +2,037.8% | +884.0% |
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