+575.8%
SPMO vs SONY
+366.1%
+209.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | -4.9% | +7.6% | +4.2% |
| 30D | +1.1% | -1.6% | +2.7% | +1.4% |
| 3M | +2.0% | +10.0% | -7.9% | -1.6% |
| 6M | +26.5% | +8.4% | +18.1% | +22.2% |
| YTD | +26.5% | -8.4% | +35.0% | +28.6% |
| 1Y | +27.9% | -18.4% | +46.3% | +34.5% |
| 3Y | +160.4% | +41.0% | +119.4% | +125.9% |
| 5Y | +151.5% | +9.3% | +142.2% | +132.3% |
| 10Y | +526.3% | +281.7% | +244.7% | +342.4% |
| All | +575.8% | +366.1% | +209.8% | +369.6% |
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