+61.5%
SONY vs SFM
+25.7%
+35.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | +9.6% | -19.2% | +28.8% | +11.6% |
| 3M | +13.3% | -40.3% | +53.6% | +19.4% |
| 6M | +20.3% | -40.9% | +61.2% | +26.7% |
| YTD | +4.1% | -35.5% | +39.6% | +8.0% |
| 1Y | -11.9% | -37.4% | +25.5% | -8.3% |
| All | +61.5% | +25.7% | +35.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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