+40.1%
SN vs SONY
-18.6%
+58.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -7.2% | -5.8% | -1.4% | -6.4% |
| 30D | -13.4% | -0.4% | -13.0% | -13.5% |
| 3M | +26.8% | +13.3% | +13.5% | +23.5% |
| 6M | +44.6% | +8.5% | +36.1% | +39.9% |
| YTD | +45.3% | -8.1% | +53.4% | +43.0% |
| 1Y | +40.1% | -17.9% | +58.0% | +40.0% |
| All | +40.1% | -18.6% | +58.7% | +40.0% |
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