+327.2%
SMH vs SONY
+9.6%
+317.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.6% |
| 30D | -2.8% | +1.5% | -4.3% | -4.0% |
| 3M | -6.7% | +13.0% | -19.7% | -14.4% |
| 6M | +41.8% | +11.2% | +30.6% | +30.6% |
| YTD | +57.9% | -6.6% | +64.5% | +61.2% |
| 1Y | +87.6% | -18.1% | +105.8% | +107.0% |
| 3Y | +282.9% | +42.1% | +240.9% | +180.7% |
| All | +327.2% | +9.6% | +317.6% | +271.3% |
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