+123.4%
FE vs SONY
+373.2%
-249.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.8% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +4.5% | +11.1% | -6.6% | +2.4% |
| 3M | +1.3% | +14.7% | -13.3% | -1.3% |
| 6M | +8.7% | +18.8% | -10.1% | +4.8% |
| YTD | +9.2% | +5.7% | +3.5% | +7.5% |
| 1Y | +7.0% | -8.1% | +15.0% | +8.2% |
| 3Y | +51.4% | +64.0% | -12.6% | +32.8% |
| 5Y | +47.7% | +12.6% | +35.1% | +38.7% |
| All | +123.4% | +373.2% | -249.8% | +55.4% |
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