+4,901.1%
SNPS vs SONY
+912.2%
+3,988.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | -11.0% | -1.2% | -9.9% | -10.7% |
| 30D | -1.7% | +9.4% | -11.2% | -4.8% |
| 3M | -20.4% | +10.5% | -30.8% | -23.3% |
| 6M | -8.6% | +11.7% | -20.3% | -12.6% |
| YTD | -16.2% | -4.1% | -12.1% | -15.8% |
| 1Y | -34.6% | -11.8% | -22.8% | -32.5% |
| 3Y | -14.5% | +45.9% | -60.4% | -26.5% |
| 5Y | +17.0% | +16.3% | +0.7% | +8.1% |
| 10Y | +560.0% | +297.6% | +262.4% | +308.6% |
| All | +4,901.1% | +912.2% | +3,988.9% | +2,181.5% |
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 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