+254.8%
SPOT vs SONY
+153.5%
+101.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.3% |
| 7D | -2.9% | -5.2% | +2.3% | -0.1% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | +5.1% | +6.2% | -1.2% | +1.4% |
| 6M | -6.5% | +9.5% | -16.0% | -11.8% |
| YTD | -9.0% | -8.1% | -0.9% | -5.8% |
| 1Y | -26.4% | -17.9% | -8.5% | -19.8% |
| 3Y | +240.0% | +41.5% | +198.5% | +164.1% |
| 5Y | +111.7% | +11.8% | +99.9% | +86.8% |
| All | +254.8% | +153.5% | +101.3% | +114.5% |
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