+233.5%
SPOT vs SONY
+42.2%
+191.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | +7.4% | +1.5% | +5.9% | +6.8% |
| 3M | +8.2% | +13.0% | -4.8% | +3.4% |
| 6M | +2.2% | +11.2% | -9.0% | -2.2% |
| YTD | -9.5% | -6.6% | -2.8% | -8.0% |
| 1Y | -23.8% | -18.1% | -5.7% | -19.4% |
| 3Y | +233.5% | +42.1% | +191.4% | +193.6% |
| All | +233.5% | +42.2% | +191.2% | +193.6% |
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 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