+547.9%
FAST vs SONY
+376.6%
+171.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +3.8% | +6.1% | -2.2% | +1.9% |
| 30D | +8.1% | +12.2% | -4.1% | +4.1% |
| 3M | +5.8% | +15.3% | -9.5% | +0.9% |
| 6M | +24.9% | +34.3% | -9.4% | +12.7% |
| YTD | +38.9% | +5.7% | +33.2% | +35.1% |
| 1Y | +36.5% | -2.3% | +38.8% | +35.9% |
| 3Y | +98.1% | +67.1% | +31.0% | +59.1% |
| 5Y | +109.3% | +13.0% | +96.3% | +89.2% |
| 10Y | +547.9% | +372.1% | +175.8% | +284.2% |
| All | +547.9% | +376.6% | +171.3% | +284.2% |
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