-24.1%
FICO vs SONY
+57.9%
-82.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.9% | +6.7% | -7.7% | -3.1% |
| 30D | +3.3% | +14.8% | -11.5% | -1.2% |
| 3M | -31.7% | +16.9% | -48.6% | -35.1% |
| 6M | -34.0% | +30.2% | -64.2% | -39.2% |
| YTD | -58.3% | +5.5% | -63.8% | -59.2% |
| 1Y | -57.9% | -4.6% | -53.4% | -57.6% |
| 3Y | -24.1% | +57.2% | -81.3% | -34.0% |
| All | -24.1% | +57.9% | -82.0% | -34.0% |
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