-15.1%
SNPS vs SONY
+40.0%
-55.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.0% |
| 7D | -5.5% | -5.2% | -0.3% | -3.7% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -17.2% | +6.2% | -23.4% | -19.3% |
| 6M | -10.4% | +9.5% | -19.9% | -14.0% |
| YTD | -16.5% | -8.1% | -8.5% | -14.3% |
| 1Y | -35.6% | -17.9% | -17.7% | -30.7% |
| All | -15.1% | +40.0% | -55.2% | -24.6% |
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