+507.7%
FAST vs SONY
+271.8%
+235.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.9% |
| 7D | +1.3% | -5.2% | +6.5% | +2.9% |
| 30D | -4.7% | +0.3% | -5.0% | -5.0% |
| 3M | +7.9% | +6.2% | +1.7% | +5.5% |
| 6M | +7.4% | +9.5% | -2.1% | +3.5% |
| YTD | +25.1% | -8.1% | +33.2% | +27.3% |
| 1Y | +4.7% | -17.9% | +22.6% | +10.0% |
| 3Y | +94.7% | +41.5% | +53.2% | +65.3% |
| 5Y | +106.8% | +11.8% | +94.9% | +86.2% |
| 10Y | +507.7% | +275.4% | +232.3% | +291.0% |
| All | +507.7% | +271.8% | +235.9% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling