+20.1%
W vs SONY
-10.8%
+30.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | -7.6% | +9.4% | -17.0% | -9.9% |
| 3M | +37.2% | +10.5% | +26.7% | +31.3% |
| 6M | +26.3% | +11.7% | +14.6% | +20.3% |
| YTD | -1.0% | -4.1% | +3.1% | -3.4% |
| 1Y | +20.1% | -11.8% | +31.9% | +24.0% |
| All | +20.1% | -10.8% | +30.9% | +24.0% |
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