+98.7%
FAST vs SONY
+63.5%
+35.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +6.7% | +11.1% | -4.5% | +4.8% |
| 3M | +8.0% | +14.7% | -6.6% | +5.5% |
| 6M | +27.4% | +18.8% | +8.6% | +23.5% |
| YTD | +40.5% | +5.7% | +34.8% | +38.6% |
| 1Y | +38.4% | -8.1% | +46.4% | +39.8% |
| 3Y | +98.7% | +64.0% | +34.7% | +82.8% |
| All | +98.7% | +63.5% | +35.2% | +82.8% |
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