-100.0%
SPXS vs SONY
+573.9%
-673.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.1% |
| 7D | +1.2% | -4.9% | +6.2% | -3.2% |
| 30D | +5.2% | -1.6% | +6.8% | +3.8% |
| 3M | -9.2% | +10.0% | -19.2% | -0.7% |
| 6M | -29.6% | +8.4% | -38.0% | -22.8% |
| YTD | -27.6% | -8.4% | -19.2% | -31.9% |
| 1Y | -36.7% | -18.4% | -18.4% | -45.7% |
| 3Y | -79.8% | +41.0% | -120.8% | -66.9% |
| 5Y | -85.9% | +9.3% | -95.1% | -77.3% |
| 10Y | -99.5% | +281.7% | -381.2% | -96.7% |
| All | -100.0% | +573.9% | -673.9% | -99.9% |
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