+11.1%
SKDD vs SONY
+32.1%
-21.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | +6.1% | +22.5% | +7.1% |
| 7D | +60.6% | +8.1% | +52.4% | +25.9% |
| 30D | +76.2% | +15.5% | +60.8% | +17.3% |
| 3M | -4.6% | +22.7% | -27.3% | -52.5% |
| All | +11.1% | +32.1% | -21.0% | -57.5% |
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 · Available span rolling