+2,335.3%
SIMO vs SONY
+356.7%
+1,978.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +14.9% | -3.2% | +18.1% | +16.3% |
| 30D | -27.0% | +9.6% | -36.6% | -30.7% |
| 3M | -25.4% | +13.3% | -38.6% | -30.7% |
| 6M | -30.3% | +20.3% | -50.6% | -37.9% |
| YTD | +95.8% | +4.1% | +91.6% | +84.2% |
| 1Y | +100.0% | -11.9% | +111.9% | +102.9% |
| 3Y | +238.3% | +56.6% | +181.7% | +159.7% |
| 5Y | +187.6% | +10.9% | +176.6% | +152.1% |
| 10Y | +422.5% | +366.6% | +55.9% | +124.8% |
| All | +2,335.3% | +356.7% | +1,978.6% | +859.2% |
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