+165.5%
SITM vs SONY
-10.8%
+176.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.2% | +6.7% |
| 7D | +9.7% | -1.2% | +10.9% | +9.8% |
| 30D | +12.7% | +9.4% | +3.3% | +11.2% |
| 3M | -13.4% | +10.5% | -23.9% | -14.0% |
| 6M | +59.6% | +11.7% | +47.9% | +56.0% |
| YTD | +73.3% | -4.1% | +77.4% | +90.3% |
| 1Y | +165.5% | -11.8% | +177.3% | +222.5% |
| All | +165.5% | -10.8% | +176.4% | +222.5% |
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