+72.5%
FDX vs SONY
+11.5%
+61.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.8% |
| 30D | +9.9% | +9.6% | +0.3% | +6.5% |
| 3M | -1.9% | +13.3% | -15.2% | -6.0% |
| 6M | +6.1% | +20.3% | -14.2% | -0.8% |
| YTD | +38.8% | +4.1% | +34.7% | +35.8% |
| 1Y | +50.0% | -11.9% | +61.9% | +55.5% |
| 3Y | +71.0% | +56.6% | +14.4% | +40.7% |
| 5Y | +72.5% | +10.9% | +61.5% | +51.1% |
| All | +72.5% | +11.5% | +61.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling