+185.2%
SITM vs SONY
+9.6%
+175.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.1% |
| 7D | +3.9% | -2.7% | +6.5% | +6.4% |
| 30D | -6.6% | +1.5% | -8.1% | -8.6% |
| 3M | -11.9% | +13.0% | -24.9% | -23.9% |
| 6M | +81.1% | +11.2% | +69.9% | +55.7% |
| YTD | +80.0% | -6.6% | +86.6% | +83.3% |
| 1Y | +145.8% | -18.1% | +164.0% | +187.0% |
| 3Y | +475.9% | +42.1% | +433.8% | +237.4% |
| All | +185.2% | +9.6% | +175.6% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling