-2.3%
SYY vs SONY
+11.0%
-13.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.6% |
| 30D | -2.7% | -1.6% | -1.1% | -2.5% |
| 3M | +5.9% | +10.0% | -4.1% | +3.6% |
| 6M | -2.3% | +8.4% | -10.7% | -4.7% |
| All | -2.3% | +11.0% | -13.4% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling