-56.4%
FICO vs SONY
-6.4%
-50.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.9% |
| 7D | +0.4% | +2.9% | -2.5% | -0.6% |
| 30D | +1.7% | +10.2% | -8.6% | -1.4% |
| 3M | -33.0% | +16.1% | -49.2% | -35.9% |
| 6M | -33.9% | +32.1% | -66.0% | -38.0% |
| YTD | -58.5% | +1.4% | -59.9% | -59.5% |
| 1Y | -56.4% | -7.0% | -49.3% | -56.7% |
| All | -56.4% | -6.4% | -50.0% | -56.7% |
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