+1,335.0%
FERG vs SONY
+350.4%
+984.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | +3.4% | -5.2% | +8.5% | +4.0% |
| 30D | -11.5% | +0.3% | -11.8% | -11.6% |
| 3M | +1.3% | +6.2% | -5.0% | +0.4% |
| 6M | -1.0% | +9.5% | -10.5% | -2.2% |
| YTD | +3.2% | -8.1% | +11.3% | +3.8% |
| 1Y | -3.0% | -17.9% | +15.0% | -1.3% |
| 3Y | +55.0% | +41.5% | +13.5% | +48.5% |
| 5Y | +72.6% | +11.8% | +60.8% | +67.0% |
| 10Y | +358.9% | +275.4% | +83.5% | +323.4% |
| All | +1,335.0% | +350.4% | +984.6% | +1,184.3% |
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