-14.4%
SMR vs SONY
+19.6%
-34.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.5% |
| 7D | -11.2% | -2.7% | -8.5% | -10.4% |
| 30D | -10.2% | +1.5% | -11.7% | -11.8% |
| 3M | -10.0% | +13.0% | -23.0% | -18.2% |
| 6M | -30.5% | +11.2% | -41.7% | -35.9% |
| YTD | -39.2% | -6.6% | -32.6% | -38.2% |
| 1Y | -75.5% | -18.1% | -57.4% | -73.2% |
| 3Y | +45.4% | +42.1% | +3.4% | +18.3% |
| All | -14.4% | +19.6% | -34.0% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling