+39.8%
SONY vs SBAC
-11.3%
+51.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.7% |
| 7D | -5.8% | -5.3% | -0.5% | -5.2% |
| 30D | -0.4% | +0.4% | -0.8% | -0.4% |
| 3M | +13.3% | -11.9% | +25.2% | +14.8% |
| 6M | +8.5% | -4.5% | +13.0% | +8.6% |
| YTD | -8.1% | -4.3% | -3.8% | -8.1% |
| 1Y | -17.9% | -3.9% | -14.0% | -18.0% |
| All | +39.8% | -11.3% | +51.2% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling