+4,061.8%
FDX vs SONY
+598.6%
+3,463.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.7% |
| 30D | +9.9% | +9.6% | +0.3% | +6.9% |
| 3M | -1.9% | +13.3% | -15.2% | -5.5% |
| 6M | +6.1% | +20.3% | -14.2% | 0.0% |
| YTD | +38.8% | +4.1% | +34.7% | +35.8% |
| 1Y | +50.0% | -11.9% | +61.9% | +53.7% |
| 3Y | +71.0% | +56.6% | +14.4% | +46.6% |
| 5Y | +72.5% | +10.9% | +61.5% | +60.9% |
| 10Y | +153.1% | +366.6% | -213.5% | +57.4% |
| All | +4,061.8% | +598.6% | +3,463.2% | +1,832.0% |
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