+8.9%
SONY vs SBAC
-43.8%
+52.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -1.6% | +3.9% | -5.4% | -2.4% |
| 3M | +10.0% | -8.2% | +18.2% | +11.8% |
| 6M | +8.4% | -2.8% | +11.2% | +8.1% |
| YTD | -8.4% | -1.5% | -6.9% | -9.2% |
| 1Y | -18.4% | 0.0% | -18.4% | -19.4% |
| 3Y | +41.0% | -8.4% | +49.4% | +39.0% |
| All | +8.9% | -43.8% | +52.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling