+44.4%
SITM vs SONY
-6.4%
+50.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -9.0% |
| 7D | -19.5% | +2.9% | -22.4% | -19.1% |
| 30D | -43.2% | +10.2% | -53.4% | -42.6% |
| 3M | -30.8% | +16.1% | -46.9% | -30.1% |
| 6M | -28.6% | +32.1% | -60.7% | -30.6% |
| YTD | +14.2% | +1.4% | +12.8% | +25.2% |
| 1Y | +44.4% | -7.0% | +51.4% | +67.0% |
| All | +44.4% | -6.4% | +50.8% | +67.0% |
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 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