+5,680.3%
SNPS vs SONY
+1,015.6%
+4,664.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.1% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -5.2% | +11.1% | -16.3% | -8.8% |
| 3M | +10.6% | +14.7% | -4.1% | +4.9% |
| 6M | -10.6% | +18.8% | -29.4% | -16.5% |
| YTD | -3.1% | +5.7% | -8.8% | -6.4% |
| 1Y | +15.6% | -8.1% | +23.6% | +16.8% |
| 3Y | -12.9% | +64.0% | -76.9% | -28.4% |
| 5Y | +31.2% | +12.6% | +18.5% | +21.7% |
| 10Y | +663.4% | +373.8% | +289.6% | +344.8% |
| All | +5,680.3% | +1,015.6% | +4,664.7% | +2,438.2% |
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