-11.9%
SONY vs M
+22.4%
-34.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +9.6% | +7.0% | +2.6% | +8.5% |
| 3M | +13.3% | +3.1% | +10.1% | +12.4% |
| 6M | +20.3% | +33.5% | -13.2% | +14.6% |
| YTD | +4.1% | +13.4% | -9.3% | +0.7% |
| 1Y | -11.9% | +22.4% | -34.3% | -16.3% |
| All | -11.9% | +22.4% | -34.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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