+28.5%
SPGI vs SONY
+61.0%
-32.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | +14.3% | +9.6% | +4.7% | +12.0% |
| 3M | +14.5% | +13.3% | +1.2% | +11.6% |
| 6M | +17.3% | +20.3% | -3.0% | +12.5% |
| YTD | -4.6% | +4.1% | -8.7% | -5.9% |
| 1Y | +0.8% | -11.9% | +12.7% | +3.0% |
| All | +28.5% | +61.0% | -32.5% | +19.4% |
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