+32.1%
SNOW vs SONY
+55.7%
-23.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +2.1% |
| 7D | +4.9% | -5.2% | +10.1% | +8.5% |
| 30D | +1.5% | +0.3% | +1.2% | +1.2% |
| 3M | +39.5% | +6.2% | +33.3% | +33.2% |
| 6M | +85.9% | +9.5% | +76.3% | +72.5% |
| YTD | +52.9% | -8.1% | +61.0% | +59.1% |
| 1Y | +48.1% | -17.9% | +66.0% | +64.7% |
| 3Y | +102.2% | +41.5% | +60.7% | +41.7% |
| 5Y | +5.5% | +11.8% | -6.4% | -10.2% |
| All | +32.1% | +55.7% | -23.6% | -8.0% |
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 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