+35.3%
W vs SONY
+39.5%
-4.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +5.9% | -4.9% | +10.8% | +8.9% |
| 30D | -3.0% | -1.6% | -1.4% | -2.5% |
| 3M | +40.3% | +10.0% | +30.3% | +31.1% |
| 6M | +32.2% | +8.4% | +23.8% | +23.4% |
| YTD | -0.3% | -8.4% | +8.1% | +3.6% |
| 1Y | +16.2% | -18.4% | +34.5% | +29.4% |
| All | +35.3% | +39.5% | -4.2% | -1.0% |
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 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