+32.4%
USB vs SONY
-10.0%
+42.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +5.7% | +9.2% | -3.5% | +4.7% |
| 3M | -4.7% | +12.2% | -16.9% | -5.8% |
| 6M | +13.4% | +24.4% | -11.0% | +11.0% |
| YTD | +17.0% | +3.5% | +13.5% | +17.4% |
| 1Y | +32.4% | -9.2% | +41.5% | +36.1% |
| All | +32.4% | -10.0% | +42.3% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling