-19.9%
SIRI vs SONY
+394.9%
-414.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.0% | -5.8% | +2.8% | -1.0% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | +5.6% | +13.3% | -7.7% | +0.9% |
| 6M | +35.2% | +8.5% | +26.7% | +30.3% |
| YTD | +49.1% | -8.1% | +57.2% | +51.6% |
| 1Y | +26.8% | -17.9% | +44.7% | +33.6% |
| 3Y | -23.7% | +41.4% | -65.1% | -34.3% |
| 5Y | -41.8% | +9.3% | -51.1% | -46.9% |
| 10Y | -11.3% | +283.0% | -294.3% | -49.9% |
| All | -19.9% | +394.9% | -414.8% | -61.9% |
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 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