+39.3%
SONY vs SM
-1.2%
+40.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -1.6% | +20.3% | -21.9% | -3.0% |
| 3M | +10.0% | +22.9% | -12.9% | +7.9% |
| 6M | +8.4% | +47.8% | -39.4% | +3.8% |
| YTD | -8.4% | +107.5% | -115.9% | -16.0% |
| 1Y | -18.4% | +51.7% | -70.1% | -22.3% |
| All | +39.3% | -1.2% | +40.5% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling