+8.9%
SONY vs SFM
+216.1%
-207.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | 0.0% |
| 7D | -4.9% | -7.2% | +2.3% | -4.2% |
| 30D | -1.6% | -14.3% | +12.7% | -0.1% |
| 3M | +10.0% | -13.7% | +23.7% | +11.4% |
| 6M | +8.4% | -6.0% | +14.4% | +8.6% |
| YTD | -8.4% | -8.2% | -0.2% | -8.3% |
| 1Y | -18.4% | -46.2% | +27.9% | -13.7% |
| 3Y | +41.0% | +83.6% | -42.6% | +34.8% |
| All | +8.9% | +216.1% | -207.2% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling