+83.3%
SPYM vs SONY
+9.6%
+73.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -1.0% | -2.7% | +1.6% | -0.2% |
| 30D | -1.3% | +1.5% | -2.9% | -1.9% |
| 3M | +3.6% | +13.0% | -9.4% | -0.8% |
| 6M | +13.3% | +11.2% | +2.1% | +8.7% |
| YTD | +12.4% | -6.6% | +19.1% | +14.1% |
| 1Y | +17.3% | -18.1% | +35.4% | +24.0% |
| 3Y | +76.8% | +42.1% | +34.7% | +49.7% |
| All | +83.3% | +9.6% | +73.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling