+177.5%
SONY vs SNY
+241.9%
-64.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.7% | -3.3% | +0.6% | -1.2% |
| 30D | +1.5% | -2.2% | +3.7% | +2.4% |
| 3M | +13.0% | -3.0% | +16.0% | +14.3% |
| 6M | +11.2% | +2.7% | +8.5% | +9.4% |
| YTD | -6.6% | -6.8% | +0.2% | -4.4% |
| 1Y | -18.1% | -5.3% | -12.9% | -17.1% |
| 3Y | +42.1% | -9.8% | +51.9% | +40.9% |
| 5Y | +11.0% | +9.7% | +1.4% | -2.4% |
| 10Y | +289.2% | +64.5% | +224.7% | +169.9% |
| All | +177.5% | +241.9% | -64.4% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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