-85.6%
SMR vs SONY
-6.4%
-79.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.2% |
| 7D | -9.5% | +2.9% | -12.4% | -10.4% |
| 30D | -33.2% | +10.2% | -43.4% | -35.7% |
| 3M | -45.9% | +16.1% | -62.1% | -50.1% |
| 6M | -57.9% | +32.1% | -90.0% | -65.8% |
| YTD | -63.8% | +1.4% | -65.2% | -65.9% |
| 1Y | -85.6% | -7.0% | -78.6% | -85.6% |
| All | -85.6% | -6.4% | -79.2% | -85.6% |
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 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