+277.2%
TER vs SONY
+41.5%
+235.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +5.6% |
| 7D | +11.0% | -5.2% | +16.1% | +12.8% |
| 30D | -1.9% | +0.3% | -2.2% | -2.4% |
| 3M | -0.7% | +6.2% | -6.9% | -4.2% |
| 6M | +36.4% | +9.5% | +26.8% | +29.3% |
| YTD | +92.4% | -8.1% | +100.5% | +97.0% |
| 1Y | +213.5% | -17.9% | +231.5% | +237.8% |
| 3Y | +277.2% | +41.5% | +235.7% | +207.5% |
| All | +277.2% | +41.5% | +235.8% | +207.5% |
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