-64.0%
Z vs SONY
-16.9%
-47.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.3% | -5.6% |
| 7D | -3.3% | -5.2% | +1.9% | -2.2% |
| 30D | -3.7% | +0.3% | -4.0% | -3.6% |
| 3M | -7.0% | +6.2% | -13.2% | -8.9% |
| 6M | -29.5% | +9.5% | -39.1% | -31.4% |
| YTD | -52.6% | -8.1% | -44.5% | -53.3% |
| 1Y | -64.0% | -17.9% | -46.1% | -63.9% |
| All | -64.0% | -16.9% | -47.1% | -63.9% |
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 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