-11.8%
SONY vs SM
+37.6%
-49.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +9.4% | +26.3% | -16.9% | +9.5% |
| 3M | +10.5% | +8.7% | +1.8% | +10.5% |
| 6M | +11.7% | +51.7% | -40.0% | +9.5% |
| YTD | -4.1% | +99.0% | -103.1% | -8.9% |
| 1Y | -11.8% | +34.6% | -46.4% | -10.4% |
| All | -11.8% | +37.6% | -49.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling