+23.9%
FFIV vs SONY
-18.8%
+42.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +3.9% |
| 7D | +3.5% | -4.9% | +8.4% | +4.3% |
| 30D | -1.3% | -1.6% | +0.3% | -1.2% |
| 3M | +2.4% | +10.0% | -7.6% | 0.0% |
| 6M | +41.8% | +8.4% | +33.4% | +38.3% |
| YTD | +58.5% | -8.4% | +67.0% | +61.1% |
| All | +23.9% | -18.8% | +42.7% | +30.3% |
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 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