+203.1%
SONY vs BTG
+373.5%
-170.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -2.7% | -3.8% | +1.1% | -2.5% |
| 30D | +1.5% | +3.6% | -2.1% | +1.2% |
| 3M | +13.0% | +32.0% | -19.0% | +10.7% |
| 6M | +11.2% | +3.4% | +7.9% | +10.4% |
| YTD | -6.6% | +20.8% | -27.4% | -8.5% |
| 1Y | -18.1% | +22.4% | -40.5% | -20.0% |
| 3Y | +42.1% | +91.7% | -49.6% | +33.9% |
| 5Y | +11.0% | +79.0% | -68.0% | +4.4% |
| 10Y | +289.2% | +152.6% | +136.6% | +252.5% |
| All | +203.1% | +373.5% | -170.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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