+42.1%
SONY vs SHAK
-2.6%
+44.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.2% |
| 7D | -2.7% | -8.3% | +5.6% | -1.6% |
| 30D | +1.5% | -12.6% | +14.2% | +3.2% |
| 3M | +13.0% | +9.1% | +3.9% | +11.3% |
| 6M | +11.2% | -31.2% | +42.5% | +15.5% |
| YTD | -6.6% | -21.6% | +14.9% | -4.9% |
| 1Y | -18.1% | -38.8% | +20.7% | -14.1% |
| 3Y | +42.1% | +0.6% | +41.5% | +35.6% |
| All | +42.1% | -2.6% | +44.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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