+33.8%
FFIV vs SONY
+12.1%
+21.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -32.4% | +11.1% | -43.5% | -34.9% |
| 3M | -25.7% | +14.7% | -40.3% | -29.5% |
| 6M | -13.5% | +18.8% | -32.3% | -19.3% |
| YTD | +21.1% | +5.7% | +15.4% | +17.5% |
| 1Y | +29.4% | -8.1% | +37.5% | +32.6% |
| 3Y | +94.9% | +64.0% | +30.9% | +52.7% |
| All | +33.8% | +12.1% | +21.8% | +20.4% |
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