+1,440.5%
FANG vs SONY
+1,027.8%
+412.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | +2.6% | +1.5% | +1.1% | +1.9% |
| 3M | +7.6% | +13.0% | -5.4% | +2.7% |
| 6M | +17.3% | +11.2% | +6.1% | +11.9% |
| YTD | +38.7% | -6.6% | +45.3% | +40.1% |
| 1Y | +51.6% | -18.1% | +69.8% | +59.9% |
| 3Y | +50.0% | +42.1% | +7.9% | +26.7% |
| 5Y | +237.6% | +11.0% | +226.5% | +206.0% |
| 10Y | +180.7% | +289.2% | -108.5% | +73.4% |
| All | +1,440.5% | +1,027.8% | +412.7% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling