+514.9%
FICO vs SONY
+375.6%
+139.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -0.9% | +6.7% | -7.7% | -4.1% |
| 30D | +3.3% | +14.8% | -11.5% | -3.3% |
| 3M | -31.7% | +16.9% | -48.6% | -36.7% |
| 6M | -34.0% | +30.2% | -64.2% | -42.1% |
| YTD | -58.3% | +5.5% | -63.8% | -59.8% |
| 1Y | -57.9% | -4.6% | -53.4% | -57.5% |
| 3Y | -24.1% | +57.2% | -81.3% | -42.7% |
| 5Y | +85.3% | +12.1% | +73.3% | +62.2% |
| All | +514.9% | +375.6% | +139.3% | +178.1% |
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 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