+576.2%
FE vs SONY
+263.3%
+312.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -1.2% | +9.4% | -10.6% | -2.7% |
| 3M | +3.5% | +10.5% | -7.0% | +1.6% |
| 6M | -6.1% | +11.7% | -17.7% | -8.2% |
| YTD | +7.6% | -4.1% | +11.7% | +7.7% |
| 1Y | +11.9% | -11.8% | +23.7% | +13.4% |
| 3Y | +48.4% | +45.9% | +2.5% | +36.4% |
| 5Y | +44.8% | +16.3% | +28.5% | +36.4% |
| 10Y | +115.9% | +297.6% | -181.7% | +63.2% |
| All | +576.2% | +263.3% | +312.9% | +354.4% |
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 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