+9.3%
SONY vs SM
+119.2%
-109.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +10.0% | +22.9% | -12.9% | +7.1% |
| 6M | +8.4% | +47.8% | -39.4% | +2.6% |
| YTD | -8.4% | +107.5% | -115.9% | -17.2% |
| 1Y | -18.4% | +51.7% | -70.1% | -23.4% |
| 3Y | +41.0% | -0.9% | +41.8% | +35.2% |
| 5Y | +9.3% | +112.2% | -103.0% | -3.4% |
| All | +9.3% | +119.2% | -109.9% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling