-73.1%
SMR vs SONY
-10.8%
-62.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +4.4% | -1.2% | +5.6% | +5.0% |
| 30D | +3.4% | +9.4% | -6.0% | -1.9% |
| 3M | -19.2% | +10.5% | -29.6% | -24.1% |
| 6M | -22.6% | +11.7% | -34.3% | -29.1% |
| YTD | -31.5% | -4.1% | -27.5% | -32.6% |
| 1Y | -73.1% | -11.8% | -61.3% | -69.8% |
| All | -73.1% | -10.8% | -62.3% | -69.8% |
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