+648.3%
FICO vs SONY
+293.1%
+355.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.8% |
| 7D | +5.7% | -2.7% | +8.4% | +7.0% |
| 30D | -5.6% | +1.5% | -7.2% | -6.3% |
| 3M | -16.9% | +13.0% | -29.9% | -21.5% |
| 6M | -15.4% | +11.2% | -26.6% | -20.2% |
| YTD | -41.7% | -6.6% | -35.1% | -40.3% |
| 1Y | -38.3% | -18.1% | -20.2% | -33.2% |
| 3Y | +8.9% | +42.1% | -33.2% | -13.8% |
| 5Y | +118.3% | +11.0% | +107.3% | +90.3% |
| All | +648.3% | +293.1% | +355.2% | +264.7% |
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 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