+42.1%
SONY vs BR
-5.3%
+47.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -1.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +13.0% | +17.3% | -4.3% | +7.5% |
| 6M | +11.2% | -6.7% | +17.9% | +13.3% |
| YTD | -6.6% | -23.4% | +16.8% | +2.5% |
| 1Y | -18.1% | -32.7% | +14.5% | -4.8% |
| 3Y | +42.1% | -5.9% | +48.0% | +40.8% |
| All | +42.1% | -5.3% | +47.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling