+47.7%
XYZ vs SONY
+46.4%
+1.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -1.7% | +9.4% | -11.2% | -6.5% |
| 3M | +16.7% | +10.5% | +6.3% | +10.2% |
| 6M | +26.9% | +11.7% | +15.2% | +18.2% |
| YTD | +27.1% | -4.1% | +31.2% | +28.7% |
| 1Y | +9.3% | -11.8% | +21.0% | +15.2% |
| All | +47.7% | +46.4% | +1.3% | +15.9% |
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