+226.8%
SOXX vs SONY
+42.2%
+184.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.3% |
| 7D | +1.4% | -2.7% | +4.1% | +2.3% |
| 30D | -3.6% | +1.5% | -5.1% | -4.4% |
| 3M | -10.2% | +13.0% | -23.2% | -15.6% |
| 6M | +54.2% | +11.2% | +43.0% | +45.4% |
| YTD | +75.2% | -6.6% | +81.9% | +79.1% |
| 1Y | +107.5% | -18.1% | +125.6% | +125.9% |
| 3Y | +226.8% | +42.1% | +184.7% | +169.5% |
| All | +226.8% | +42.2% | +184.5% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling