+11.1%
SMR vs SONY
+17.7%
-6.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.2% | +19.5% | +17.5% |
| 7D | +21.4% | -5.2% | +26.5% | +24.4% |
| 30D | +13.8% | +0.3% | +13.6% | +12.6% |
| 3M | +3.9% | +6.2% | -2.3% | -1.6% |
| 6M | -4.2% | +9.5% | -13.7% | -10.9% |
| YTD | -21.1% | -8.1% | -13.0% | -18.9% |
| 1Y | -67.1% | -17.9% | -49.1% | -63.9% |
| 3Y | +88.9% | +41.5% | +47.3% | +54.8% |
| All | +11.1% | +17.7% | -6.6% | -11.2% |
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