+76,638.8%
FAST vs SONY
+609.1%
+76,029.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +3.8% | +6.1% | -2.2% | +2.0% |
| 30D | +8.1% | +12.2% | -4.1% | +4.4% |
| 3M | +5.8% | +15.3% | -9.5% | +1.2% |
| 6M | +24.9% | +34.3% | -9.4% | +13.7% |
| YTD | +38.9% | +5.7% | +33.2% | +35.2% |
| 1Y | +36.5% | -2.3% | +38.8% | +35.7% |
| 3Y | +98.1% | +67.1% | +31.0% | +64.4% |
| 5Y | +109.3% | +13.0% | +96.3% | +92.1% |
| 10Y | +547.9% | +372.1% | +175.8% | +281.5% |
| All | +76,638.8% | +609.1% | +76,029.8% | +32,857.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling