-21.0%
Z vs SONY
+58.0%
-79.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.0% |
| 7D | -6.5% | +5.2% | -11.7% | -8.6% |
| 30D | -0.1% | +10.7% | -10.8% | -4.2% |
| 3M | -14.1% | +12.1% | -26.3% | -18.0% |
| 6M | -30.1% | +32.6% | -62.6% | -37.7% |
| YTD | -57.5% | +4.3% | -61.9% | -58.6% |
| 1Y | -60.3% | -4.5% | -55.8% | -59.9% |
| 3Y | -21.0% | +56.9% | -77.9% | -42.3% |
| All | -21.0% | +58.0% | -79.0% | -42.3% |
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 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