+66.7%
SNXX vs SONY
+14.5%
+52.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -18.0% | -13.0% |
| 7D | -47.8% | +2.9% | -50.7% | -45.6% |
| 30D | -66.0% | +10.2% | -76.3% | -61.1% |
| 3M | -57.5% | +16.1% | -73.6% | -48.4% |
| 6M | -66.7% | +32.1% | -98.9% | -62.5% |
| All | +66.7% | +14.5% | +52.2% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling