+881.4%
SONY vs M
+439.9%
+441.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.1% | -3.3% | +5.4% | +2.6% |
| 30D | +9.2% | +8.1% | +1.1% | +7.3% |
| 3M | +12.2% | +2.2% | +10.0% | +11.2% |
| 6M | +24.4% | +35.1% | -10.7% | +16.1% |
| YTD | +3.5% | +15.8% | -12.4% | -0.9% |
| 1Y | -9.2% | +25.8% | -35.0% | -14.6% |
| 3Y | +55.6% | +156.2% | -100.6% | +20.4% |
| 5Y | +12.0% | -2.4% | +14.3% | -0.3% |
| 10Y | +363.7% | -7.1% | +370.8% | +253.7% |
| All | +881.4% | +439.9% | +441.5% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling