+262.2%
UMC vs SONY
+42.2%
+220.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.0% |
| 7D | +9.0% | -2.7% | +11.7% | +9.6% |
| 30D | +17.2% | +1.5% | +15.7% | +16.7% |
| 3M | +11.4% | +13.0% | -1.6% | +7.3% |
| 6M | +137.5% | +11.2% | +126.3% | +129.3% |
| YTD | +193.1% | -6.6% | +199.7% | +197.3% |
| 1Y | +240.3% | -18.1% | +258.4% | +259.5% |
| 3Y | +262.2% | +42.1% | +220.1% | +212.3% |
| All | +262.2% | +42.2% | +220.0% | +212.3% |
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 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