+4.6%
FE vs SONY
-10.0%
+14.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.4% | +2.1% | -2.5% | -0.5% |
| 30D | +3.6% | +9.2% | -5.6% | +3.2% |
| 3M | +0.3% | +12.2% | -11.9% | -0.1% |
| 6M | +6.4% | +24.4% | -18.0% | +5.4% |
| YTD | +8.1% | +3.5% | +4.6% | +10.7% |
| 1Y | +4.6% | -9.2% | +13.8% | +9.6% |
| All | +4.6% | -10.0% | +14.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling