+106.5%
SPG vs SONY
+39.5%
+67.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -1.7% | -4.9% | +3.3% | -0.6% |
| 30D | -6.3% | -1.6% | -4.7% | -6.0% |
| 3M | -2.4% | +10.0% | -12.4% | -4.8% |
| 6M | +9.6% | +8.4% | +1.2% | +6.9% |
| YTD | +14.2% | -8.4% | +22.6% | +16.2% |
| 1Y | +19.3% | -18.4% | +37.7% | +24.7% |
| All | +106.5% | +39.5% | +67.0% | +79.9% |
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