-79.1%
SPXS vs SONY
+40.0%
-119.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +2.1% |
| 7D | +6.4% | -5.8% | +12.2% | +2.2% |
| 30D | +6.0% | -0.4% | +6.4% | +5.9% |
| 3M | -11.6% | +13.3% | -24.9% | -3.1% |
| 6M | -28.7% | +8.5% | -37.2% | -23.1% |
| YTD | -26.3% | -8.1% | -18.2% | -30.0% |
| 1Y | -34.9% | -17.9% | -17.0% | -42.9% |
| All | -79.1% | +40.0% | -119.1% | -68.4% |
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