+917.7%
SONY vs SM
+1,434.4%
-516.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | +9.4% | -9.1% | -0.8% |
| 30D | +11.1% | -14.4% | +25.5% | +12.7% |
| 3M | +14.7% | +1.6% | +13.1% | +13.7% |
| 6M | +18.8% | +6.3% | +12.4% | +16.5% |
| YTD | +5.7% | +78.8% | -73.0% | -3.5% |
| 1Y | -8.1% | +83.1% | -91.2% | -16.4% |
| 3Y | +64.0% | -5.9% | +69.9% | +57.7% |
| 5Y | +12.6% | +4.8% | +7.8% | +3.4% |
| 10Y | +373.8% | +17.5% | +356.3% | +224.6% |
| All | +917.7% | +1,434.4% | -516.7% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling