+4.4%
FICO vs SONY
+46.9%
-42.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.2% |
| 7D | -19.2% | -1.2% | -18.0% | -18.8% |
| 30D | -14.6% | +9.4% | -24.0% | -17.0% |
| 3M | -20.1% | +10.5% | -30.6% | -22.5% |
| 6M | -36.3% | +11.7% | -48.0% | -38.5% |
| YTD | -44.9% | -4.1% | -40.8% | -44.3% |
| 1Y | -38.6% | -11.8% | -26.8% | -36.6% |
| All | +4.4% | +46.9% | -42.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling