+475.9%
SITM vs SONY
+42.2%
+433.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.6% |
| 7D | +3.9% | -2.7% | +6.5% | +5.4% |
| 30D | -6.6% | +1.5% | -8.1% | -7.8% |
| 3M | -11.9% | +13.0% | -24.9% | -19.5% |
| 6M | +81.1% | +11.2% | +69.9% | +65.1% |
| YTD | +80.0% | -6.6% | +86.6% | +86.3% |
| 1Y | +145.8% | -18.1% | +164.0% | +182.8% |
| 3Y | +475.9% | +42.1% | +433.8% | +349.0% |
| All | +475.9% | +42.2% | +433.6% | +349.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling