+17.9%
SNPS vs SONY
+9.8%
+8.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -5.5% | -4.9% | -0.6% | -3.2% |
| 30D | -4.5% | -1.6% | -2.9% | -4.0% |
| 3M | -15.5% | +10.0% | -25.5% | -20.0% |
| 6M | -10.1% | +8.4% | -18.5% | -14.6% |
| YTD | -16.3% | -8.4% | -7.8% | -13.5% |
| 1Y | -34.9% | -18.4% | -16.6% | -28.6% |
| 3Y | -14.4% | +41.0% | -55.3% | -33.0% |
| 5Y | +17.9% | +9.3% | +8.6% | +7.6% |
| All | +17.9% | +9.8% | +8.1% | +7.6% |
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 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