+823.3%
SONY vs SM
+1,608.3%
-785.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +9.4% | +26.3% | -16.9% | +6.3% |
| 3M | +10.5% | +8.7% | +1.8% | +8.8% |
| 6M | +11.7% | +51.7% | -40.0% | +4.9% |
| YTD | -4.1% | +99.0% | -103.1% | -13.0% |
| 1Y | -11.8% | +34.6% | -46.4% | -16.4% |
| 3Y | +45.9% | -7.8% | +53.6% | +41.3% |
| 5Y | +16.3% | +104.8% | -88.5% | -1.4% |
| 10Y | +297.6% | +7.2% | +290.4% | +177.9% |
| All | +823.3% | +1,608.3% | -785.0% | +342.5% |
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