+99.1%
FFIV vs SONY
+9.8%
+89.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.0% |
| 7D | +3.5% | -4.9% | +8.4% | +5.2% |
| 30D | -1.3% | -1.6% | +0.3% | -1.0% |
| 3M | +2.4% | +10.0% | -7.6% | -1.7% |
| 6M | +41.8% | +8.4% | +33.4% | +36.4% |
| YTD | +58.5% | -8.4% | +67.0% | +62.1% |
| 1Y | +24.3% | -18.4% | +42.7% | +32.4% |
| 3Y | +152.0% | +41.0% | +111.1% | +109.5% |
| 5Y | +99.1% | +9.3% | +89.8% | +81.1% |
| All | +99.1% | +9.8% | +89.3% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling