+541.4%
FICO vs SONY
+373.2%
+168.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +0.1% | +11.1% | -11.0% | -4.9% |
| 3M | -35.2% | +14.7% | -49.8% | -39.3% |
| 6M | -32.4% | +18.8% | -51.1% | -37.8% |
| YTD | -57.4% | +5.7% | -63.1% | -59.0% |
| 1Y | -58.5% | -8.1% | -50.5% | -57.3% |
| 3Y | -28.9% | +64.0% | -92.8% | -47.3% |
| 5Y | +91.7% | +12.6% | +79.1% | +67.3% |
| All | +541.4% | +373.2% | +168.2% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling