+4,437.5%
SITM vs SONY
+96.5%
+4,340.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +3.7% | -4.9% | +8.6% | +8.3% |
| 30D | -14.5% | -1.6% | -12.9% | -13.9% |
| 3M | -10.6% | +10.0% | -20.6% | -20.8% |
| 6M | +65.5% | +8.4% | +57.1% | +45.9% |
| YTD | +67.0% | -8.4% | +75.4% | +71.8% |
| 1Y | +138.6% | -18.4% | +157.0% | +174.6% |
| 3Y | +421.8% | +41.0% | +380.9% | +225.2% |
| 5Y | +172.4% | +9.3% | +163.2% | +133.9% |
| All | +4,437.5% | +96.5% | +4,340.9% | +2,451.1% |
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