+92.6%
FAST vs SONY
+46.4%
+46.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -0.8% | +9.4% | -10.2% | -2.4% |
| 3M | +5.8% | +10.5% | -4.7% | +3.7% |
| 6M | +8.0% | +11.7% | -3.7% | +5.5% |
| YTD | +25.6% | -4.1% | +29.7% | +26.1% |
| 1Y | +0.8% | -11.8% | +12.6% | +2.4% |
| All | +92.6% | +46.4% | +46.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling