+537.5%
FAST vs SONY
+366.0%
+171.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.0% | -3.2% | +8.2% | +6.1% |
| 30D | +8.6% | +9.6% | -1.0% | +5.4% |
| 3M | +6.9% | +13.3% | -6.3% | +2.5% |
| 6M | +29.6% | +20.3% | +9.3% | +21.3% |
| YTD | +41.4% | +4.1% | +37.3% | +38.2% |
| 1Y | +38.5% | -11.9% | +50.4% | +42.8% |
| 3Y | +98.7% | +56.6% | +42.1% | +63.3% |
| 5Y | +108.0% | +10.9% | +97.1% | +89.2% |
| All | +537.5% | +366.0% | +171.4% | +273.1% |
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