+952.7%
SONY vs SPY
+3,034.0%
-2,081.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +0.3% | +2.6% | -2.3% | -2.2% |
| 30D | +11.1% | -2.0% | +13.1% | +12.5% |
| 3M | +14.7% | -2.8% | +17.4% | +16.9% |
| 6M | +18.8% | +2.1% | +16.6% | +15.2% |
| YTD | +5.7% | +11.5% | -5.7% | -5.4% |
| 1Y | -8.1% | +13.5% | -21.5% | -19.1% |
| 3Y | +64.0% | +77.7% | -13.7% | -5.4% |
| 5Y | +12.6% | +72.6% | -60.0% | -33.2% |
| 10Y | +373.8% | +308.2% | +65.7% | +23.5% |
| All | +952.7% | +3,034.0% | -2,081.2% | -16.0% |
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