+2,550.6%
SOXX vs SONY
+142.7%
+2,407.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -3.6% | +1.5% | -5.1% | -4.6% |
| 3M | -10.2% | +13.0% | -23.2% | -16.6% |
| 6M | +54.2% | +11.2% | +43.0% | +44.0% |
| YTD | +75.2% | -6.6% | +81.9% | +77.2% |
| 1Y | +107.5% | -18.1% | +125.6% | +122.8% |
| 3Y | +226.8% | +42.1% | +184.7% | +164.3% |
| 5Y | +251.2% | +11.0% | +240.2% | +220.0% |
| 10Y | +1,567.6% | +289.2% | +1,278.5% | +745.7% |
| All | +2,550.6% | +142.7% | +2,407.9% | +996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling