-42.2%
SNAP vs SONY
+41.5%
-83.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +1.3% |
| 7D | +1.5% | -5.2% | +6.7% | +4.1% |
| 30D | +1.9% | +0.3% | +1.6% | +1.6% |
| 3M | -3.9% | +6.2% | -10.1% | -7.3% |
| 6M | +5.2% | +9.5% | -4.3% | -0.3% |
| YTD | -32.7% | -8.1% | -24.6% | -30.6% |
| 1Y | -24.8% | -17.9% | -6.9% | -17.9% |
| 3Y | -42.2% | +41.5% | -83.7% | -53.5% |
| All | -42.2% | +41.5% | -83.6% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling