+823.3%
SPYM vs SONY
+310.9%
+512.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.6% |
| 7D | +0.6% | -5.2% | +5.7% | +2.0% |
| 30D | -0.9% | +0.3% | -1.2% | -1.1% |
| 3M | +3.9% | +6.2% | -2.3% | +1.7% |
| 6M | +14.5% | +9.5% | +5.0% | +10.9% |
| YTD | +13.0% | -8.1% | +21.1% | +14.6% |
| 1Y | +19.4% | -17.9% | +37.4% | +24.7% |
| 3Y | +78.9% | +41.5% | +37.4% | +57.8% |
| 5Y | +82.3% | +11.8% | +70.5% | +69.5% |
| 10Y | +314.7% | +275.4% | +39.3% | +177.1% |
| All | +823.3% | +310.9% | +512.4% | +448.3% |
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