-49.2%
SPCH vs SONY
+14.4%
-63.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.2% | +11.6% | +9.5% |
| 7D | +15.3% | -5.2% | +20.5% | +18.5% |
| 30D | +28.0% | +0.3% | +27.7% | +24.8% |
| All | -49.2% | +14.4% | -63.6% | -60.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling