+74,417.0%
FAST vs SONY
+607.5%
+73,809.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | +2.1% | +6.7% | -4.6% | +0.1% |
| 30D | +6.9% | +14.8% | -7.9% | +2.6% |
| 3M | +4.8% | +16.9% | -12.0% | -0.1% |
| 6M | +19.8% | +30.2% | -10.5% | +10.0% |
| YTD | +34.9% | +5.5% | +29.4% | +31.4% |
| 1Y | +32.8% | -4.6% | +37.3% | +32.9% |
| 3Y | +93.7% | +57.2% | +36.5% | +63.6% |
| 5Y | +105.3% | +12.1% | +93.3% | +88.9% |
| 10Y | +595.4% | +361.6% | +233.8% | +311.9% |
| All | +74,417.0% | +607.5% | +73,809.5% | +31,923.5% |
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