-7.0%
SONY vs SM
+70.4%
-77.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.5% | +1.5% |
| 7D | +2.9% | -21.5% | +24.4% | +1.8% |
| 30D | +10.2% | -11.4% | +21.6% | +9.7% |
| 3M | +16.1% | +0.6% | +15.5% | +16.0% |
| 6M | +32.1% | +0.2% | +31.9% | +31.9% |
| YTD | +1.4% | +69.7% | -68.3% | -2.1% |
| 1Y | -7.0% | +71.6% | -78.6% | -9.9% |
| All | -7.0% | +70.4% | -77.4% | -9.9% |
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