+4,087.3%
FDX vs SONY
+543.6%
+3,543.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | -2.5% | -1.2% | -1.4% | -2.2% |
| 30D | +3.8% | +9.4% | -5.6% | +1.2% |
| 3M | -1.3% | +10.5% | -11.8% | -4.4% |
| 6M | +5.0% | +11.7% | -6.7% | +1.2% |
| YTD | +39.6% | -4.1% | +43.7% | +40.1% |
| 1Y | +81.1% | -11.8% | +92.9% | +85.5% |
| 3Y | +63.0% | +45.9% | +17.1% | +42.6% |
| 5Y | +65.6% | +16.3% | +49.3% | +52.4% |
| 10Y | +183.4% | +297.6% | -114.3% | +84.2% |
| All | +4,087.3% | +543.6% | +3,543.8% | +1,892.2% |
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