-26.3%
SKHY vs SONY
+32.6%
-58.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +6.1% | -19.5% | -3.2% |
| 7D | -23.6% | +8.1% | -31.7% | -11.9% |
| 30D | -32.1% | +15.5% | -47.6% | -13.2% |
| 3M | -18.0% | +22.7% | -40.7% | +19.9% |
| All | -26.3% | +32.6% | -58.8% | +28.5% |
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