+5,150.0%
FFIV vs SONY
+231.4%
+4,918.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.5% |
| 30D | -5.1% | +9.4% | -14.5% | -8.8% |
| 3M | -4.5% | +10.5% | -14.9% | -9.0% |
| 6M | +36.5% | +11.7% | +24.8% | +28.8% |
| YTD | +53.0% | -4.1% | +57.0% | +53.3% |
| 1Y | +24.2% | -11.8% | +36.0% | +28.4% |
| 3Y | +137.2% | +45.9% | +91.3% | +92.5% |
| 5Y | +91.8% | +16.3% | +75.5% | +68.4% |
| 10Y | +215.2% | +297.6% | -82.4% | +53.8% |
| All | +5,150.0% | +231.4% | +4,918.6% | +1,044.1% |
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 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