+5.2%
XYZ vs SONY
-18.5%
+23.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.7% | -4.9% | +1.2% | -1.6% |
| 30D | +0.5% | -1.6% | +2.1% | +1.1% |
| 3M | +16.3% | +10.0% | +6.3% | +10.2% |
| 6M | +21.1% | +8.4% | +12.7% | +15.2% |
| YTD | +22.0% | -8.4% | +30.4% | +24.3% |
| 1Y | +5.2% | -18.4% | +23.5% | +15.3% |
| All | +5.2% | -18.5% | +23.6% | +15.3% |
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 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