-7.7%
SRE vs SONY
-6.4%
-1.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.3% |
| 30D | +6.1% | +10.2% | -4.2% | +5.3% |
| 3M | -3.5% | +16.1% | -19.6% | -4.6% |
| 6M | -10.8% | +32.1% | -42.9% | -14.2% |
| YTD | -4.0% | +1.4% | -5.3% | -2.2% |
| 1Y | -7.7% | -7.0% | -0.6% | -4.3% |
| All | -7.7% | -6.4% | -1.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling