+235.5%
FFIV vs SONY
+286.8%
-51.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | +1.6% | -5.8% | +7.4% | +3.7% |
| 30D | -3.7% | -0.4% | -3.4% | -3.8% |
| 3M | +2.0% | +13.3% | -11.3% | -3.1% |
| 6M | +39.3% | +8.5% | +30.8% | +33.9% |
| YTD | +56.1% | -8.1% | +64.2% | +59.1% |
| 1Y | +22.0% | -17.9% | +39.9% | +29.2% |
| 3Y | +148.2% | +41.4% | +106.8% | +109.0% |
| 5Y | +96.3% | +9.3% | +87.1% | +78.6% |
| All | +235.5% | +286.8% | -51.3% | +115.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling