+351.3%
FERG vs SONY
+293.1%
+58.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | -2.0% | +13.0% | -15.0% | -4.4% |
| 6M | -3.2% | +11.2% | -14.4% | -5.4% |
| YTD | +1.5% | -6.6% | +8.1% | +2.2% |
| 1Y | +0.5% | -18.1% | +18.6% | +3.3% |
| 3Y | +50.4% | +42.1% | +8.3% | +39.6% |
| 5Y | +68.7% | +11.0% | +57.6% | +58.0% |
| All | +351.3% | +293.1% | +58.3% | +330.9% |
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