+35.8%
XYZ vs SONY
-9.8%
+45.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.2% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +11.5% | +11.1% | +0.4% | +6.6% |
| 3M | +1.8% | +14.7% | -12.9% | -4.1% |
| 6M | +21.2% | +18.8% | +2.4% | +11.5% |
| YTD | +29.9% | +5.7% | +24.2% | +22.1% |
| 1Y | +35.8% | -8.1% | +43.8% | +32.1% |
| All | +35.8% | -9.8% | +45.5% | +32.1% |
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