+559.2%
SPYG vs SONY
+39.7%
+519.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.3% | -4.9% | +5.2% | +2.0% |
| 30D | -1.7% | -1.6% | -0.1% | -1.3% |
| 3M | +3.6% | +10.0% | -6.3% | -0.1% |
| 6M | +16.6% | +8.4% | +8.2% | +12.5% |
| YTD | +13.4% | -8.4% | +21.8% | +15.4% |
| 1Y | +19.6% | -18.4% | +37.9% | +26.0% |
| 3Y | +99.8% | +41.0% | +58.8% | +72.3% |
| 5Y | +85.0% | +9.3% | +75.7% | +71.8% |
| 10Y | +422.1% | +281.7% | +140.4% | +217.7% |
| All | +559.2% | +39.7% | +519.4% | +332.0% |
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