+121.2%
SMTC vs SONY
+8.4%
+112.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +22.5% | -4.9% | +27.4% | +26.0% |
| 30D | +24.9% | -1.6% | +26.5% | +25.0% |
| 3M | +4.1% | +10.0% | -5.9% | -5.8% |
| 6M | +92.6% | +8.4% | +84.1% | +77.1% |
| YTD | +122.5% | -8.4% | +130.9% | +130.6% |
| 1Y | +166.2% | -18.4% | +184.6% | +197.2% |
| 3Y | +577.2% | +41.0% | +536.2% | +394.7% |
| All | +121.2% | +8.4% | +112.7% | +86.9% |
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