+28.9%
SYY vs SONY
+42.2%
-13.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | +3.9% | -2.7% | +6.6% | +4.3% |
| 30D | -1.7% | +1.5% | -3.3% | -1.9% |
| 3M | +5.2% | +13.0% | -7.8% | +3.5% |
| 6M | -0.2% | +11.2% | -11.4% | -1.8% |
| YTD | +15.4% | -6.6% | +22.0% | +15.5% |
| 1Y | +5.6% | -18.1% | +23.7% | +7.0% |
| 3Y | +28.9% | +42.1% | -13.2% | +18.5% |
| All | +28.9% | +42.2% | -13.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling