-7.0%
SONY vs SBAC
+2.4%
-9.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.5% |
| 7D | +2.9% | +5.8% | -2.9% | +2.2% |
| 30D | +10.2% | +20.8% | -10.6% | +7.9% |
| 3M | +16.1% | +4.8% | +11.4% | +15.2% |
| 6M | +32.1% | -9.1% | +41.3% | +32.4% |
| YTD | +1.4% | +3.1% | -1.7% | +1.3% |
| 1Y | -7.0% | +2.2% | -9.2% | -6.0% |
| All | -7.0% | +2.4% | -9.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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