+32.1%
SOLS vs SONY
-16.3%
+48.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +2.1% | +9.4% | -7.3% | +1.4% |
| 3M | -24.1% | +10.5% | -34.6% | -23.7% |
| 6M | -15.0% | +11.7% | -26.6% | -17.2% |
| YTD | +31.6% | -4.1% | +35.7% | +23.5% |
| All | +32.1% | -16.3% | +48.4% | +23.6% |
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 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