+1.5%
SMR vs SONY
+17.7%
-16.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.7% | -5.8% | +10.5% | +7.7% |
| 30D | +3.2% | -0.4% | +3.6% | +2.7% |
| 3M | +9.9% | +13.3% | -3.4% | -0.2% |
| 6M | -15.1% | +8.5% | -23.6% | -20.6% |
| YTD | -27.9% | -8.1% | -19.8% | -25.9% |
| 1Y | -70.2% | -17.9% | -52.3% | -67.4% |
| 3Y | +72.5% | +41.4% | +31.0% | +41.4% |
| All | +1.5% | +17.7% | -16.2% | -18.9% |
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