+1,270.6%
SMH vs SONY
+41.2%
+1,229.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.3% | -4.9% | +9.2% | +6.7% |
| 30D | +0.9% | -1.6% | +2.5% | +1.3% |
| 3M | -2.8% | +10.0% | -12.8% | -8.6% |
| 6M | +45.6% | +8.4% | +37.2% | +37.5% |
| YTD | +59.5% | -8.4% | +67.9% | +62.9% |
| 1Y | +93.4% | -18.4% | +111.8% | +108.2% |
| 3Y | +287.1% | +41.0% | +246.1% | +212.2% |
| 5Y | +338.0% | +9.3% | +328.8% | +300.3% |
| 10Y | +1,876.8% | +281.7% | +1,595.1% | +879.7% |
| All | +1,270.6% | +41.2% | +1,229.4% | +859.6% |
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