+96.2%
SMH vs SONY
-10.8%
+107.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -0.5% | +9.4% | -9.9% | -2.2% |
| 3M | -9.6% | +10.5% | -20.1% | -10.9% |
| 6M | +42.1% | +11.7% | +30.4% | +38.0% |
| YTD | +57.4% | -4.1% | +61.5% | +62.3% |
| 1Y | +96.2% | -11.8% | +108.0% | +114.1% |
| All | +96.2% | -10.8% | +107.0% | +114.1% |
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 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 · 6 months rolling