+225.6%
FANG vs SONY
+9.6%
+215.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | +2.9% | -2.7% | +5.6% | +3.5% |
| 30D | +2.6% | +1.5% | +1.1% | +2.1% |
| 3M | +7.6% | +13.0% | -5.4% | +4.0% |
| 6M | +17.3% | +11.2% | +6.1% | +13.4% |
| YTD | +38.7% | -6.6% | +45.3% | +40.8% |
| 1Y | +51.6% | -18.1% | +69.8% | +59.7% |
| 3Y | +50.0% | +42.1% | +7.9% | +31.4% |
| All | +225.6% | +9.6% | +215.9% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling