-17.9%
SONY vs SM
+51.5%
-69.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -5.8% | +2.1% | -7.9% | -5.7% |
| 30D | -0.4% | +18.1% | -18.5% | -0.3% |
| 3M | +13.3% | +17.0% | -3.7% | +13.2% |
| 6M | +8.5% | +55.4% | -46.9% | +6.6% |
| YTD | -8.1% | +108.6% | -116.7% | -13.0% |
| 1Y | -17.9% | +45.7% | -63.6% | -15.9% |
| All | -17.9% | +51.5% | -69.4% | -15.9% |
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