+178.8%
FDX vs SONY
+276.5%
-97.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | -4.9% | +2.6% | -0.5% |
| 30D | -4.9% | -1.6% | -3.3% | -4.4% |
| 3M | -6.5% | +10.0% | -16.4% | -10.1% |
| 6M | +6.7% | +8.4% | -1.8% | +2.5% |
| YTD | +33.9% | -8.4% | +42.3% | +36.9% |
| 1Y | +72.2% | -18.4% | +90.5% | +83.3% |
| 3Y | +60.2% | +41.0% | +19.3% | +33.7% |
| 5Y | +62.9% | +9.3% | +53.7% | +47.2% |
| 10Y | +178.8% | +281.7% | -102.9% | +68.4% |
| All | +178.8% | +276.5% | -97.7% | +68.4% |
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