+855.1%
SONY vs SPY
+3,091.8%
-2,236.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +9.4% | +0.1% | +9.4% | +9.4% |
| 3M | +10.5% | +2.0% | +8.5% | +8.1% |
| 6M | +11.7% | +13.0% | -1.3% | -0.7% |
| YTD | -4.1% | +13.5% | -17.6% | -15.1% |
| 1Y | -11.8% | +20.0% | -31.7% | -25.8% |
| 3Y | +45.9% | +77.2% | -31.3% | -15.0% |
| 5Y | +16.3% | +81.9% | -65.6% | -33.9% |
| 10Y | +297.6% | +314.1% | -16.5% | +2.8% |
| All | +855.1% | +3,091.8% | -2,236.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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