+20.0%
SONY vs VSXY
+33.4%
-13.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | -5.8% | -0.3% | -5.4% | -5.8% |
| 30D | -0.4% | -22.1% | +21.7% | +2.0% |
| 3M | +13.3% | -1.1% | +14.4% | +13.0% |
| 6M | +8.5% | +53.8% | -45.3% | +1.9% |
| YTD | -8.1% | +35.5% | -43.6% | -12.9% |
| 1Y | -17.9% | +186.0% | -203.9% | -29.1% |
| 3Y | +41.4% | +343.2% | -301.7% | +8.8% |
| 5Y | +9.3% | +19.0% | -9.7% | -3.9% |
| All | +20.0% | +33.4% | -13.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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