+113.9%
SOXX vs SONY
-10.8%
+124.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | -2.0% | +9.4% | -11.5% | -3.8% |
| 3M | -13.7% | +10.5% | -24.2% | -14.8% |
| 6M | +52.4% | +11.7% | +40.7% | +47.9% |
| YTD | +72.8% | -4.1% | +76.9% | +78.8% |
| 1Y | +113.9% | -11.8% | +125.7% | +136.8% |
| All | +113.9% | -10.8% | +124.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling