-31.3%
TER vs SONY
+17.9%
-49.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -3.7% |
| 7D | +14.4% | +0.3% | +14.1% | +14.9% |
| 30D | -30.6% | +11.1% | -41.7% | -21.2% |
| 3M | -39.2% | +14.7% | -53.8% | -28.9% |
| 6M | -31.3% | +18.8% | -50.1% | -2.9% |
| All | -31.3% | +17.9% | -49.2% | -2.9% |
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